NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 4.957 5.090 0.133 2.7% 4.922
High 5.092 5.180 0.088 1.7% 5.092
Low 4.948 5.090 0.142 2.9% 4.880
Close 5.072 5.165 0.093 1.8% 5.072
Range 0.144 0.090 -0.054 -37.5% 0.212
ATR
Volume 1,792 2,036 244 13.6% 5,653
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 5.415 5.380 5.215
R3 5.325 5.290 5.190
R2 5.235 5.235 5.182
R1 5.200 5.200 5.173 5.218
PP 5.145 5.145 5.145 5.154
S1 5.110 5.110 5.157 5.128
S2 5.055 5.055 5.149
S3 4.965 5.020 5.140
S4 4.875 4.930 5.116
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.651 5.573 5.189
R3 5.439 5.361 5.130
R2 5.227 5.227 5.111
R1 5.149 5.149 5.091 5.188
PP 5.015 5.015 5.015 5.034
S1 4.937 4.937 5.053 4.976
S2 4.803 4.803 5.033
S3 4.591 4.725 5.014
S4 4.379 4.513 4.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.180 4.880 0.300 5.8% 0.110 2.1% 95% True False 1,310
10 5.180 4.780 0.400 7.7% 0.110 2.1% 96% True False 1,638
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5.563
2.618 5.416
1.618 5.326
1.000 5.270
0.618 5.236
HIGH 5.180
0.618 5.146
0.500 5.135
0.382 5.124
LOW 5.090
0.618 5.034
1.000 5.000
1.618 4.944
2.618 4.854
4.250 4.708
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 5.155 5.120
PP 5.145 5.075
S1 5.135 5.030

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

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