NYMEX Natural Gas Future May 2013


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 3.493 3.495 0.002 0.1% 3.656
High 3.539 3.495 -0.044 -1.2% 3.750
Low 3.466 3.441 -0.025 -0.7% 3.656
Close 3.539 3.463 -0.076 -2.1% 3.695
Range 0.073 0.054 -0.019 -26.0% 0.094
ATR 0.084 0.085 0.001 1.1% 0.000
Volume 414 148 -266 -64.3% 1,917
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.628 3.600 3.493
R3 3.574 3.546 3.478
R2 3.520 3.520 3.473
R1 3.492 3.492 3.468 3.479
PP 3.466 3.466 3.466 3.460
S1 3.438 3.438 3.458 3.425
S2 3.412 3.412 3.453
S3 3.358 3.384 3.448
S4 3.304 3.330 3.433
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.982 3.933 3.747
R3 3.888 3.839 3.721
R2 3.794 3.794 3.712
R1 3.745 3.745 3.704 3.770
PP 3.700 3.700 3.700 3.713
S1 3.651 3.651 3.686 3.676
S2 3.606 3.606 3.678
S3 3.512 3.557 3.669
S4 3.418 3.463 3.643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.441 0.309 8.9% 0.078 2.3% 7% False True 1,528
10 3.750 3.441 0.309 8.9% 0.065 1.9% 7% False True 982
20 3.750 3.441 0.309 8.9% 0.068 2.0% 7% False True 680
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.725
2.618 3.636
1.618 3.582
1.000 3.549
0.618 3.528
HIGH 3.495
0.618 3.474
0.500 3.468
0.382 3.462
LOW 3.441
0.618 3.408
1.000 3.387
1.618 3.354
2.618 3.300
4.250 3.212
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 3.468 3.511
PP 3.466 3.495
S1 3.465 3.479

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

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