NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	3.689	3.709	0.020	0.5%	3.619
High	3.734	3.750	0.016	0.4%	3.750
Low	3.687	3.704	0.017	0.5%	3.619
Close	3.702	3.727	0.025	0.7%	3.727
Range	0.047	0.046	-0.001	-2.1%	0.131
ATR	0.093	0.090	-0.003	-3.5%	0.000
Volume	238	876	638	268.1%	2,091

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.865	3.842	3.752
R3	3.819	3.796	3.740
R2	3.773	3.773	3.735
R1	3.750	3.750	3.731	3.762
PP	3.727	3.727	3.727	3.733
S1	3.704	3.704	3.723	3.716
S2	3.681	3.681	3.719
S3	3.635	3.658	3.714
S4	3.589	3.612	3.702

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.092	4.040	3.799
R3	3.961	3.909	3.763
R2	3.830	3.830	3.751
R1	3.778	3.778	3.739	3.804
PP	3.699	3.699	3.699	3.712
S1	3.647	3.647	3.715	3.673
S2	3.568	3.568	3.703
S3	3.437	3.516	3.691
S4	3.306	3.385	3.655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.750	3.619	0.131	3.5%	0.041	1.1%	82%	True	False	418
10	3.750	3.509	0.241	6.5%	0.056	1.5%	90%	True	False	397
20	3.750	3.349	0.401	10.8%	0.079	2.1%	94%	True	False	802

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.946
2.618	3.870
1.618	3.824
1.000	3.796
0.618	3.778
HIGH	3.750
0.618	3.732
0.500	3.727
0.382	3.722
LOW	3.704
0.618	3.676
1.000	3.658
1.618	3.630
2.618	3.584
4.250	3.509

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	3.727	3.716
PP	3.727	3.706
S1	3.727	3.695

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols