NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 3.040 3.097 0.057 1.9% 3.028
High 3.129 3.108 -0.021 -0.7% 3.171
Low 3.040 2.988 -0.052 -1.7% 2.923
Close 3.092 3.023 -0.069 -2.2% 3.069
Range 0.089 0.120 0.031 34.8% 0.248
ATR 0.140 0.138 -0.001 -1.0% 0.000
Volume 26,890 35,731 8,841 32.9% 138,316
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.400 3.331 3.089
R3 3.280 3.211 3.056
R2 3.160 3.160 3.045
R1 3.091 3.091 3.034 3.066
PP 3.040 3.040 3.040 3.027
S1 2.971 2.971 3.012 2.946
S2 2.920 2.920 3.001
S3 2.800 2.851 2.990
S4 2.680 2.731 2.957
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.798 3.682 3.205
R3 3.550 3.434 3.137
R2 3.302 3.302 3.114
R1 3.186 3.186 3.092 3.244
PP 3.054 3.054 3.054 3.084
S1 2.938 2.938 3.046 2.996
S2 2.806 2.806 3.024
S3 2.558 2.690 3.001
S4 2.310 2.442 2.933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.129 2.949 0.180 6.0% 0.099 3.3% 41% False False 26,168
10 3.171 2.849 0.322 10.7% 0.123 4.1% 54% False False 28,145
20 3.210 2.714 0.496 16.4% 0.146 4.8% 62% False False 27,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.618
2.618 3.422
1.618 3.302
1.000 3.228
0.618 3.182
HIGH 3.108
0.618 3.062
0.500 3.048
0.382 3.034
LOW 2.988
0.618 2.914
1.000 2.868
1.618 2.794
2.618 2.674
4.250 2.478
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 3.048 3.059
PP 3.040 3.047
S1 3.031 3.035

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

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