NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 2.898 2.857 -0.041 -1.4% 3.065
High 2.923 2.978 0.055 1.9% 3.077
Low 2.820 2.845 0.025 0.9% 2.680
Close 2.879 2.952 0.073 2.5% 2.879
Range 0.103 0.133 0.030 29.1% 0.397
ATR 0.146 0.145 -0.001 -0.7% 0.000
Volume 28,148 26,019 -2,129 -7.6% 129,002
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.324 3.271 3.025
R3 3.191 3.138 2.989
R2 3.058 3.058 2.976
R1 3.005 3.005 2.964 3.032
PP 2.925 2.925 2.925 2.938
S1 2.872 2.872 2.940 2.899
S2 2.792 2.792 2.928
S3 2.659 2.739 2.915
S4 2.526 2.606 2.879
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.070 3.871 3.097
R3 3.673 3.474 2.988
R2 3.276 3.276 2.952
R1 3.077 3.077 2.915 2.978
PP 2.879 2.879 2.879 2.829
S1 2.680 2.680 2.843 2.581
S2 2.482 2.482 2.806
S3 2.085 2.283 2.770
S4 1.688 1.886 2.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.978 2.680 0.298 10.1% 0.144 4.9% 91% True False 26,516
10 3.077 2.680 0.397 13.4% 0.154 5.2% 69% False False 27,534
20 3.253 2.590 0.663 22.5% 0.146 5.0% 55% False False 22,478
40 3.686 2.590 1.096 37.1% 0.116 3.9% 33% False False 13,907
60 3.922 2.590 1.332 45.1% 0.107 3.6% 27% False False 10,713
80 4.157 2.590 1.567 53.1% 0.102 3.5% 23% False False 8,544
100 4.478 2.590 1.888 64.0% 0.097 3.3% 19% False False 7,115
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.543
2.618 3.326
1.618 3.193
1.000 3.111
0.618 3.060
HIGH 2.978
0.618 2.927
0.500 2.912
0.382 2.896
LOW 2.845
0.618 2.763
1.000 2.712
1.618 2.630
2.618 2.497
4.250 2.280
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 2.939 2.913
PP 2.925 2.873
S1 2.912 2.834

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

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