NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 3.144 3.147 0.003 0.1% 3.033
High 3.163 3.198 0.035 1.1% 3.195
Low 3.039 3.077 0.038 1.3% 2.988
Close 3.146 3.131 -0.015 -0.5% 3.169
Range 0.124 0.121 -0.003 -2.4% 0.207
ATR 0.133 0.132 -0.001 -0.6% 0.000
Volume 16,770 16,541 -229 -1.4% 144,297
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.498 3.436 3.198
R3 3.377 3.315 3.164
R2 3.256 3.256 3.153
R1 3.194 3.194 3.142 3.165
PP 3.135 3.135 3.135 3.121
S1 3.073 3.073 3.120 3.044
S2 3.014 3.014 3.109
S3 2.893 2.952 3.098
S4 2.772 2.831 3.064
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 3.198 3.022 0.176 5.6% 0.118 3.8% 62% True False 24,910
10 3.198 2.949 0.249 8.0% 0.108 3.5% 73% True False 25,539
20 3.210 2.820 0.390 12.5% 0.132 4.2% 80% False False 26,243
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.712
2.618 3.515
1.618 3.394
1.000 3.319
0.618 3.273
HIGH 3.198
0.618 3.152
0.500 3.138
0.382 3.123
LOW 3.077
0.618 3.002
1.000 2.956
1.618 2.881
2.618 2.760
4.250 2.563
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 3.138 3.127
PP 3.135 3.123
S1 3.133 3.119

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

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