NYMEX Natural Gas Future September 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 3.082 2.921 -0.161 -5.2% 3.160
High 3.121 2.946 -0.175 -5.6% 3.167
Low 2.952 2.875 -0.077 -2.6% 2.773
Close 2.956 2.929 -0.027 -0.9% 3.002
Range 0.169 0.071 -0.098 -58.0% 0.394
ATR 0.143 0.139 -0.004 -3.1% 0.000
Volume 9,675 13,722 4,047 41.8% 50,474
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.130 3.100 2.968
R3 3.059 3.029 2.949
R2 2.988 2.988 2.942
R1 2.958 2.958 2.936 2.973
PP 2.917 2.917 2.917 2.924
S1 2.887 2.887 2.922 2.902
S2 2.846 2.846 2.916
S3 2.775 2.816 2.909
S4 2.704 2.745 2.890
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.163 3.976 3.219
R3 3.769 3.582 3.110
R2 3.375 3.375 3.074
R1 3.188 3.188 3.038 3.085
PP 2.981 2.981 2.981 2.929
S1 2.794 2.794 2.966 2.691
S2 2.587 2.587 2.930
S3 2.193 2.400 2.894
S4 1.799 2.006 2.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.121 2.803 0.318 10.9% 0.138 4.7% 40% False False 13,877
10 3.170 2.773 0.397 13.6% 0.148 5.1% 39% False False 10,632
20 3.235 2.670 0.565 19.3% 0.144 4.9% 46% False False 10,654
40 3.568 2.670 0.898 30.7% 0.110 3.8% 29% False False 6,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.248
2.618 3.132
1.618 3.061
1.000 3.017
0.618 2.990
HIGH 2.946
0.618 2.919
0.500 2.911
0.382 2.902
LOW 2.875
0.618 2.831
1.000 2.804
1.618 2.760
2.618 2.689
4.250 2.573
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 2.923 2.998
PP 2.917 2.975
S1 2.911 2.952

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

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