NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 2.883 2.930 0.047 1.6% 2.934
High 3.029 2.981 -0.048 -1.6% 3.073
Low 2.858 2.927 0.069 2.4% 2.831
Close 2.940 2.975 0.035 1.2% 2.975
Range 0.171 0.054 -0.117 -68.4% 0.242
ATR 0.142 0.136 -0.006 -4.4% 0.000
Volume 29,353 20,638 -8,715 -29.7% 126,691
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.123 3.103 3.005
R3 3.069 3.049 2.990
R2 3.015 3.015 2.985
R1 2.995 2.995 2.980 3.005
PP 2.961 2.961 2.961 2.966
S1 2.941 2.941 2.970 2.951
S2 2.907 2.907 2.965
S3 2.853 2.887 2.960
S4 2.799 2.833 2.945
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.686 3.572 3.108
R3 3.444 3.330 3.042
R2 3.202 3.202 3.019
R1 3.088 3.088 2.997 3.145
PP 2.960 2.960 2.960 2.988
S1 2.846 2.846 2.953 2.903
S2 2.718 2.718 2.931
S3 2.476 2.604 2.908
S4 2.234 2.362 2.842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.073 2.831 0.242 8.1% 0.121 4.1% 60% False False 25,338
10 3.124 2.740 0.384 12.9% 0.136 4.6% 61% False False 22,751
20 3.128 2.643 0.485 16.3% 0.145 4.9% 68% False False 20,415
40 3.496 2.643 0.853 28.7% 0.117 3.9% 39% False False 13,011
60 3.901 2.643 1.258 42.3% 0.107 3.6% 26% False False 9,857
80 4.162 2.643 1.519 51.1% 0.101 3.4% 22% False False 7,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3.211
2.618 3.122
1.618 3.068
1.000 3.035
0.618 3.014
HIGH 2.981
0.618 2.960
0.500 2.954
0.382 2.948
LOW 2.927
0.618 2.894
1.000 2.873
1.618 2.840
2.618 2.786
4.250 2.698
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 2.968 2.960
PP 2.961 2.945
S1 2.954 2.930

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

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