NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 2.880 3.062 0.182 6.3% 3.210
High 3.086 3.094 0.008 0.3% 3.210
Low 2.849 2.982 0.133 4.7% 2.820
Close 3.054 3.048 -0.006 -0.2% 3.048
Range 0.237 0.112 -0.125 -52.7% 0.390
ATR 0.165 0.161 -0.004 -2.3% 0.000
Volume 24,290 33,093 8,803 36.2% 123,535
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.377 3.325 3.110
R3 3.265 3.213 3.079
R2 3.153 3.153 3.069
R1 3.101 3.101 3.058 3.071
PP 3.041 3.041 3.041 3.027
S1 2.989 2.989 3.038 2.959
S2 2.929 2.929 3.027
S3 2.817 2.877 3.017
S4 2.705 2.765 2.986
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.196 4.012 3.263
R3 3.806 3.622 3.155
R2 3.416 3.416 3.120
R1 3.232 3.232 3.084 3.129
PP 3.026 3.026 3.026 2.975
S1 2.842 2.842 3.012 2.739
S2 2.636 2.636 2.977
S3 2.246 2.452 2.941
S4 1.856 2.062 2.834
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 12.8% 0.157 5.2% 58% False False 24,707
10 3.210 2.745 0.465 15.3% 0.178 5.8% 65% False False 28,227
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.570
2.618 3.387
1.618 3.275
1.000 3.206
0.618 3.163
HIGH 3.094
0.618 3.051
0.500 3.038
0.382 3.025
LOW 2.982
0.618 2.913
1.000 2.870
1.618 2.801
2.618 2.689
4.250 2.506
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 3.045 3.018
PP 3.041 2.987
S1 3.038 2.957

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

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