NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	3.028	3.171	0.143	4.7%	3.210
High	3.151	3.171	0.020	0.6%	3.210
Low	3.027	2.995	-0.032	-1.1%	2.820
Close	3.125	3.001	-0.124	-4.0%	3.048
Range	0.124	0.176	0.052	41.9%	0.390
ATR	0.159	0.160	0.001	0.8%	0.000
Volume	30,306	25,575	-4,731	-15.6%	123,535

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.584	3.468	3.098
R3	3.408	3.292	3.049
R2	3.232	3.232	3.033
R1	3.116	3.116	3.017	3.086
PP	3.056	3.056	3.056	3.041
S1	2.940	2.940	2.985	2.910
S2	2.880	2.880	2.969
S3	2.704	2.764	2.953
S4	2.528	2.588	2.904

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	3.171	2.820	0.351	11.7%	0.150	5.0%	52%	True	False	27,851
10	3.210	2.820	0.390	13.0%	0.158	5.3%	46%	False	False	26,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.919
2.618	3.632
1.618	3.456
1.000	3.347
0.618	3.280
HIGH	3.171
0.618	3.104
0.500	3.083
0.382	3.062
LOW	2.995
0.618	2.886
1.000	2.819
1.618	2.710
2.618	2.534
4.250	2.247

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	3.083	3.077
PP	3.056	3.051
S1	3.028	3.026

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