NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 3.056 3.145 0.089 2.9% 3.033
High 3.195 3.167 -0.028 -0.9% 3.195
Low 3.043 3.061 0.018 0.6% 2.988
Close 3.169 3.137 -0.032 -1.0% 3.169
Range 0.152 0.106 -0.046 -30.3% 0.207
ATR 0.136 0.134 -0.002 -1.5% 0.000
Volume 35,310 32,696 -2,614 -7.4% 144,297
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.440 3.394 3.195
R3 3.334 3.288 3.166
R2 3.228 3.228 3.156
R1 3.182 3.182 3.147 3.152
PP 3.122 3.122 3.122 3.107
S1 3.076 3.076 3.127 3.046
S2 3.016 3.016 3.118
S3 2.910 2.970 3.108
S4 2.804 2.864 3.079
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 6.6% 0.111 3.5% 72% False False 30,772
10 3.195 2.923 0.272 8.7% 0.110 3.5% 79% False False 28,500
20 3.210 2.820 0.390 12.4% 0.133 4.2% 81% False False 28,772
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.618
2.618 3.445
1.618 3.339
1.000 3.273
0.618 3.233
HIGH 3.167
0.618 3.127
0.500 3.114
0.382 3.101
LOW 3.061
0.618 2.995
1.000 2.955
1.618 2.889
2.618 2.783
4.250 2.611
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 3.129 3.128
PP 3.122 3.118
S1 3.114 3.109

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

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