NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 3.055 2.974 -0.081 -2.7% 3.099
High 3.097 3.040 -0.057 -1.8% 3.134
Low 2.990 2.900 -0.090 -3.0% 2.990
Close 3.010 2.904 -0.106 -3.5% 3.010
Range 0.107 0.140 0.033 30.8% 0.144
ATR 0.122 0.124 0.001 1.0% 0.000
Volume 8,496 4,689 -3,807 -44.8% 33,870
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.368 3.276 2.981
R3 3.228 3.136 2.943
R2 3.088 3.088 2.930
R1 2.996 2.996 2.917 2.972
PP 2.948 2.948 2.948 2.936
S1 2.856 2.856 2.891 2.832
S2 2.808 2.808 2.878
S3 2.668 2.716 2.866
S4 2.528 2.576 2.827
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.477 3.387 3.089
R3 3.333 3.243 3.050
R2 3.189 3.189 3.036
R1 3.099 3.099 3.023 3.072
PP 3.045 3.045 3.045 3.031
S1 2.955 2.955 2.997 2.928
S2 2.901 2.901 2.984
S3 2.757 2.811 2.970
S4 2.613 2.667 2.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.134 2.900 0.234 8.1% 0.116 4.0% 2% False True 7,711
10 3.137 2.900 0.237 8.2% 0.107 3.7% 2% False True 10,937
20 3.148 2.764 0.384 13.2% 0.121 4.2% 36% False False 13,293
40 3.393 2.666 0.727 25.0% 0.123 4.2% 33% False False 10,192
60 3.893 2.666 1.227 42.3% 0.105 3.6% 19% False False 7,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.635
2.618 3.407
1.618 3.267
1.000 3.180
0.618 3.127
HIGH 3.040
0.618 2.987
0.500 2.970
0.382 2.953
LOW 2.900
0.618 2.813
1.000 2.760
1.618 2.673
2.618 2.533
4.250 2.305
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 2.970 3.017
PP 2.948 2.979
S1 2.926 2.942

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols