NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 2.960 2.997 0.037 1.3% 3.160
High 3.045 3.106 0.061 2.0% 3.167
Low 2.938 2.988 0.050 1.7% 2.773
Close 3.002 3.080 0.078 2.6% 3.002
Range 0.107 0.118 0.011 10.3% 0.394
ATR 0.143 0.141 -0.002 -1.3% 0.000
Volume 15,679 16,398 719 4.6% 50,474
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.412 3.364 3.145
R3 3.294 3.246 3.112
R2 3.176 3.176 3.102
R1 3.128 3.128 3.091 3.152
PP 3.058 3.058 3.058 3.070
S1 3.010 3.010 3.069 3.034
S2 2.940 2.940 3.058
S3 2.822 2.892 3.048
S4 2.704 2.774 3.015
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.163 3.976 3.219
R3 3.769 3.582 3.110
R2 3.375 3.375 3.074
R1 3.188 3.188 3.038 3.085
PP 2.981 2.981 2.981 2.929
S1 2.794 2.794 2.966 2.691
S2 2.587 2.587 2.930
S3 2.193 2.400 2.894
S4 1.799 2.006 2.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.106 2.773 0.333 10.8% 0.137 4.5% 92% True False 12,151
10 3.170 2.773 0.397 12.9% 0.150 4.9% 77% False False 11,082
20 3.335 2.670 0.665 21.6% 0.140 4.6% 62% False False 9,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.608
2.618 3.415
1.618 3.297
1.000 3.224
0.618 3.179
HIGH 3.106
0.618 3.061
0.500 3.047
0.382 3.033
LOW 2.988
0.618 2.915
1.000 2.870
1.618 2.797
2.618 2.679
4.250 2.487
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 3.069 3.038
PP 3.058 2.996
S1 3.047 2.955

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

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