NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 2.868 2.804 -0.064 -2.2% 2.998
High 2.868 2.829 -0.039 -1.4% 3.048
Low 2.773 2.801 0.028 1.0% 2.773
Close 2.791 2.817 0.026 0.9% 2.817
Range 0.095 0.028 -0.067 -70.5% 0.275
ATR 0.122 0.116 -0.006 -4.9% 0.000
Volume 11,793 10,692 -1,101 -9.3% 47,603
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 2.900 2.886 2.832
R3 2.872 2.858 2.825
R2 2.844 2.844 2.822
R1 2.830 2.830 2.820 2.837
PP 2.816 2.816 2.816 2.819
S1 2.802 2.802 2.814 2.809
S2 2.788 2.788 2.812
S3 2.760 2.774 2.809
S4 2.732 2.746 2.802
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.704 3.536 2.968
R3 3.429 3.261 2.893
R2 3.154 3.154 2.867
R1 2.986 2.986 2.842 2.933
PP 2.879 2.879 2.879 2.853
S1 2.711 2.711 2.792 2.658
S2 2.604 2.604 2.767
S3 2.329 2.436 2.741
S4 2.054 2.161 2.666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.048 2.773 0.275 9.8% 0.088 3.1% 16% False False 9,520
10 3.143 2.773 0.370 13.1% 0.105 3.7% 12% False False 11,232
20 3.143 2.773 0.370 13.1% 0.105 3.7% 12% False False 11,628
40 3.401 2.670 0.731 25.9% 0.123 4.4% 20% False False 10,161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 2.948
2.618 2.902
1.618 2.874
1.000 2.857
0.618 2.846
HIGH 2.829
0.618 2.818
0.500 2.815
0.382 2.812
LOW 2.801
0.618 2.784
1.000 2.773
1.618 2.756
2.618 2.728
4.250 2.682
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 2.816 2.838
PP 2.816 2.831
S1 2.815 2.824

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

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