NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 2.892 2.932 0.040 1.4% 3.145
High 2.955 2.934 -0.021 -0.7% 3.198
Low 2.858 2.827 -0.031 -1.1% 3.039
Close 2.953 2.846 -0.107 -3.6% 3.071
Range 0.097 0.107 0.010 10.3% 0.159
ATR 0.128 0.128 0.000 -0.1% 0.000
Volume 14,917 22,434 7,517 50.4% 91,130
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.190 3.125 2.905
R3 3.083 3.018 2.875
R2 2.976 2.976 2.866
R1 2.911 2.911 2.856 2.890
PP 2.869 2.869 2.869 2.859
S1 2.804 2.804 2.836 2.783
S2 2.762 2.762 2.826
S3 2.655 2.697 2.817
S4 2.548 2.590 2.787
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 3.155 2.827 0.328 11.5% 0.114 4.0% 6% False True 20,279
10 3.198 2.827 0.371 13.0% 0.116 4.1% 5% False True 22,594
20 3.198 2.827 0.371 13.0% 0.120 4.2% 5% False True 25,369
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.389
2.618 3.214
1.618 3.107
1.000 3.041
0.618 3.000
HIGH 2.934
0.618 2.893
0.500 2.881
0.382 2.868
LOW 2.827
0.618 2.761
1.000 2.720
1.618 2.654
2.618 2.547
4.250 2.372
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 2.881 2.906
PP 2.869 2.886
S1 2.858 2.866

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

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