NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 2.921 2.935 0.014 0.5% 3.160
High 2.946 3.071 0.125 4.2% 3.167
Low 2.875 2.914 0.039 1.4% 2.773
Close 2.929 2.982 0.053 1.8% 3.002
Range 0.071 0.157 0.086 121.1% 0.394
ATR 0.139 0.140 0.001 0.9% 0.000
Volume 13,722 10,924 -2,798 -20.4% 50,474
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.460 3.378 3.068
R3 3.303 3.221 3.025
R2 3.146 3.146 3.011
R1 3.064 3.064 2.996 3.105
PP 2.989 2.989 2.989 3.010
S1 2.907 2.907 2.968 2.948
S2 2.832 2.832 2.953
S3 2.675 2.750 2.939
S4 2.518 2.593 2.896
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 2.875 0.246 8.2% 0.124 4.2% 43% False False 13,279
10 3.167 2.773 0.394 13.2% 0.141 4.7% 53% False False 10,915
20 3.170 2.670 0.500 16.8% 0.142 4.8% 62% False False 10,629
40 3.568 2.670 0.898 30.1% 0.113 3.8% 35% False False 7,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.738
2.618 3.482
1.618 3.325
1.000 3.228
0.618 3.168
HIGH 3.071
0.618 3.011
0.500 2.993
0.382 2.974
LOW 2.914
0.618 2.817
1.000 2.757
1.618 2.660
2.618 2.503
4.250 2.247
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 2.993 2.998
PP 2.989 2.993
S1 2.986 2.987

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

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