NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 3.112 3.055 -0.057 -1.8% 3.099
High 3.134 3.097 -0.037 -1.2% 3.134
Low 3.017 2.990 -0.027 -0.9% 2.990
Close 3.070 3.010 -0.060 -2.0% 3.010
Range 0.117 0.107 -0.010 -8.5% 0.144
ATR 0.124 0.122 -0.001 -1.0% 0.000
Volume 6,550 8,496 1,946 29.7% 33,870
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.353 3.289 3.069
R3 3.246 3.182 3.039
R2 3.139 3.139 3.030
R1 3.075 3.075 3.020 3.054
PP 3.032 3.032 3.032 3.022
S1 2.968 2.968 3.000 2.947
S2 2.925 2.925 2.990
S3 2.818 2.861 2.981
S4 2.711 2.754 2.951
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.477 3.387 3.089
R3 3.333 3.243 3.050
R2 3.189 3.189 3.036
R1 3.099 3.099 3.023 3.072
PP 3.045 3.045 3.045 3.031
S1 2.955 2.955 2.997 2.928
S2 2.901 2.901 2.984
S3 2.757 2.811 2.970
S4 2.613 2.667 2.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.137 2.969 0.168 5.6% 0.121 4.0% 24% False False 9,474
10 3.137 2.925 0.212 7.0% 0.099 3.3% 40% False False 11,700
20 3.148 2.764 0.384 12.8% 0.122 4.0% 64% False False 13,700
40 3.449 2.666 0.783 26.0% 0.121 4.0% 44% False False 10,103
60 3.893 2.666 1.227 40.8% 0.104 3.4% 28% False False 7,591
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.552
2.618 3.377
1.618 3.270
1.000 3.204
0.618 3.163
HIGH 3.097
0.618 3.056
0.500 3.044
0.382 3.031
LOW 2.990
0.618 2.924
1.000 2.883
1.618 2.817
2.618 2.710
4.250 2.535
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 3.044 3.062
PP 3.032 3.045
S1 3.021 3.027

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

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