NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 3.171 3.009 -0.162 -5.1% 3.210
High 3.171 3.014 -0.157 -5.0% 3.210
Low 2.995 2.923 -0.072 -2.4% 2.820
Close 3.001 2.975 -0.026 -0.9% 3.048
Range 0.176 0.091 -0.085 -48.3% 0.390
ATR 0.160 0.155 -0.005 -3.1% 0.000
Volume 25,575 37,342 11,767 46.0% 123,535
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.244 3.200 3.025
R3 3.153 3.109 3.000
R2 3.062 3.062 2.992
R1 3.018 3.018 2.983 2.995
PP 2.971 2.971 2.971 2.959
S1 2.927 2.927 2.967 2.904
S2 2.880 2.880 2.958
S3 2.789 2.836 2.950
S4 2.698 2.745 2.925
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 2.849 0.322 10.8% 0.148 5.0% 39% False False 30,121
10 3.210 2.820 0.390 13.1% 0.156 5.2% 40% False False 26,946
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 15 trading days
Fibonacci Retracements and Extensions
4.250 3.401
2.618 3.252
1.618 3.161
1.000 3.105
0.618 3.070
HIGH 3.014
0.618 2.979
0.500 2.969
0.382 2.958
LOW 2.923
0.618 2.867
1.000 2.832
1.618 2.776
2.618 2.685
4.250 2.536
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 2.973 3.047
PP 2.971 3.023
S1 2.969 2.999

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

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