NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 3.022 3.056 0.034 1.1% 3.033
High 3.108 3.195 0.087 2.8% 3.195
Low 3.022 3.043 0.021 0.7% 2.988
Close 3.082 3.169 0.087 2.8% 3.169
Range 0.086 0.152 0.066 76.7% 0.207
ATR 0.135 0.136 0.001 0.9% 0.000
Volume 23,236 35,310 12,074 52.0% 144,297
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.592 3.532 3.253
R3 3.440 3.380 3.211
R2 3.288 3.288 3.197
R1 3.228 3.228 3.183 3.258
PP 3.136 3.136 3.136 3.151
S1 3.076 3.076 3.155 3.106
S2 2.984 2.984 3.141
S3 2.832 2.924 3.127
S4 2.680 2.772 3.085
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.738 3.661 3.283
R3 3.531 3.454 3.226
R2 3.324 3.324 3.207
R1 3.247 3.247 3.188 3.286
PP 3.117 3.117 3.117 3.137
S1 3.040 3.040 3.150 3.079
S2 2.910 2.910 3.131
S3 2.703 2.833 3.112
S4 2.496 2.626 3.055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.195 2.988 0.207 6.5% 0.101 3.2% 87% True False 28,859
10 3.195 2.923 0.272 8.6% 0.112 3.5% 90% True False 28,261
20 3.210 2.745 0.465 14.7% 0.145 4.6% 91% False False 28,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.841
2.618 3.593
1.618 3.441
1.000 3.347
0.618 3.289
HIGH 3.195
0.618 3.137
0.500 3.119
0.382 3.101
LOW 3.043
0.618 2.949
1.000 2.891
1.618 2.797
2.618 2.645
4.250 2.397
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 3.152 3.143
PP 3.136 3.117
S1 3.119 3.092

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

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