NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 2.964 2.892 -0.072 -2.4% 3.145
High 2.985 2.955 -0.030 -1.0% 3.198
Low 2.866 2.858 -0.008 -0.3% 3.039
Close 2.875 2.953 0.078 2.7% 3.071
Range 0.119 0.097 -0.022 -18.5% 0.159
ATR 0.130 0.128 -0.002 -1.8% 0.000
Volume 24,101 14,917 -9,184 -38.1% 91,130
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.213 3.180 3.006
R3 3.116 3.083 2.980
R2 3.019 3.019 2.971
R1 2.986 2.986 2.962 3.003
PP 2.922 2.922 2.922 2.930
S1 2.889 2.889 2.944 2.906
S2 2.825 2.825 2.935
S3 2.728 2.792 2.926
S4 2.631 2.695 2.900
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.580 3.484 3.158
R3 3.421 3.325 3.115
R2 3.262 3.262 3.100
R1 3.166 3.166 3.086 3.135
PP 3.103 3.103 3.103 3.087
S1 3.007 3.007 3.056 2.976
S2 2.944 2.944 3.042
S3 2.785 2.848 3.027
S4 2.626 2.689 2.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.198 2.858 0.340 11.5% 0.117 4.0% 28% False True 19,100
10 3.198 2.858 0.340 11.5% 0.117 4.0% 28% False True 23,924
20 3.198 2.820 0.378 12.8% 0.119 4.0% 35% False False 25,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.367
2.618 3.209
1.618 3.112
1.000 3.052
0.618 3.015
HIGH 2.955
0.618 2.918
0.500 2.907
0.382 2.895
LOW 2.858
0.618 2.798
1.000 2.761
1.618 2.701
2.618 2.604
4.250 2.446
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 2.938 2.981
PP 2.922 2.972
S1 2.907 2.962

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

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