NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 2.574 2.492 -0.082 -3.2% 2.810
High 2.618 2.508 -0.110 -4.2% 2.844
Low 2.452 2.390 -0.062 -2.5% 2.340
Close 2.472 2.448 -0.024 -1.0% 2.499
Range 0.166 0.118 -0.048 -28.9% 0.504
ATR 0.164 0.161 -0.003 -2.0% 0.000
Volume 200,617 162,874 -37,743 -18.8% 892,135
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 2.803 2.743 2.513
R3 2.685 2.625 2.480
R2 2.567 2.567 2.470
R1 2.507 2.507 2.459 2.478
PP 2.449 2.449 2.449 2.434
S1 2.389 2.389 2.437 2.360
S2 2.331 2.331 2.426
S3 2.213 2.271 2.416
S4 2.095 2.153 2.383
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.073 3.790 2.776
R3 3.569 3.286 2.638
R2 3.065 3.065 2.591
R1 2.782 2.782 2.545 2.672
PP 2.561 2.561 2.561 2.506
S1 2.278 2.278 2.453 2.168
S2 2.057 2.057 2.407
S3 1.553 1.774 2.360
S4 1.049 1.270 2.222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.618 2.340 0.278 11.4% 0.156 6.4% 39% False False 176,789
10 2.844 2.340 0.504 20.6% 0.177 7.2% 21% False False 180,366
20 2.961 2.289 0.672 27.5% 0.170 6.9% 24% False False 149,759
40 3.356 2.289 1.067 43.6% 0.134 5.5% 15% False False 96,529
60 3.741 2.289 1.452 59.3% 0.125 5.1% 11% False False 75,951
80 4.114 2.289 1.825 74.6% 0.120 4.9% 9% False False 61,589
100 4.333 2.289 2.044 83.5% 0.111 4.5% 8% False False 52,162
120 4.516 2.289 2.227 91.0% 0.110 4.5% 7% False False 45,066
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.010
2.618 2.817
1.618 2.699
1.000 2.626
0.618 2.581
HIGH 2.508
0.618 2.463
0.500 2.449
0.382 2.435
LOW 2.390
0.618 2.317
1.000 2.272
1.618 2.199
2.618 2.081
4.250 1.889
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 2.449 2.504
PP 2.449 2.485
S1 2.448 2.467

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

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