NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	3.041	2.899	-0.142	-4.7%	2.764
High	3.081	2.919	-0.162	-5.3%	3.210
Low	2.915	2.820	-0.095	-3.3%	2.745
Close	2.947	2.864	-0.083	-2.8%	3.147
Range	0.166	0.099	-0.067	-40.4%	0.465
ATR	0.000	0.159	0.159		0.000
Volume	19,840	25,991	6,151	31.0%	158,739

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.165	3.113	2.918
R3	3.066	3.014	2.891
R2	2.967	2.967	2.882
R1	2.915	2.915	2.873	2.892
PP	2.868	2.868	2.868	2.856
S1	2.816	2.816	2.855	2.793
S2	2.769	2.769	2.846
S3	2.670	2.717	2.837
S4	2.571	2.618	2.810

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.429	4.253	3.403
R3	3.964	3.788	3.275
R2	3.499	3.499	3.232
R1	3.323	3.323	3.190	3.411
PP	3.034	3.034	3.034	3.078
S1	2.858	2.858	3.104	2.946
S2	2.569	2.569	3.062
S3	2.104	2.393	3.019
S4	1.639	1.928	2.891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.210	2.820	0.390	13.6%	0.163	5.7%	11%	False	True	23,772
10	3.210	2.714	0.496	17.3%	0.169	5.9%	30%	False	False	27,481

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.340
2.618	3.178
1.618	3.079
1.000	3.018
0.618	2.980
HIGH	2.919
0.618	2.881
0.500	2.870
0.382	2.858
LOW	2.820
0.618	2.759
1.000	2.721
1.618	2.660
2.618	2.561
4.250	2.399

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	2.870	3.015
PP	2.868	2.965
S1	2.866	2.914

Download as Excel Spreadsheet

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

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