NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 3.145 3.144 -0.001 0.0% 3.033
High 3.167 3.163 -0.004 -0.1% 3.195
Low 3.061 3.039 -0.022 -0.7% 2.988
Close 3.137 3.146 0.009 0.3% 3.169
Range 0.106 0.124 0.018 17.0% 0.207
ATR 0.134 0.133 -0.001 -0.5% 0.000
Volume 32,696 16,770 -15,926 -48.7% 144,297
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.488 3.441 3.214
R3 3.364 3.317 3.180
R2 3.240 3.240 3.169
R1 3.193 3.193 3.157 3.217
PP 3.116 3.116 3.116 3.128
S1 3.069 3.069 3.135 3.093
S2 2.992 2.992 3.123
S3 2.868 2.945 3.112
S4 2.744 2.821 3.078
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% 0.118 3.7% 76% False False 28,748
10 3.195 2.923 0.272 8.6% 0.105 3.3% 82% False False 27,619
20 3.210 2.820 0.390 12.4% 0.131 4.2% 84% False False 27,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.690
2.618 3.488
1.618 3.364
1.000 3.287
0.618 3.240
HIGH 3.163
0.618 3.116
0.500 3.101
0.382 3.086
LOW 3.039
0.618 2.962
1.000 2.915
1.618 2.838
2.618 2.714
4.250 2.512
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 3.131 3.136
PP 3.116 3.127
S1 3.101 3.117

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

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