NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 2.930 2.937 0.007 0.2% 2.934
High 2.981 2.951 -0.030 -1.0% 3.073
Low 2.927 2.897 -0.030 -1.0% 2.831
Close 2.975 2.929 -0.046 -1.5% 2.975
Range 0.054 0.054 0.000 0.0% 0.242
ATR 0.136 0.132 -0.004 -3.0% 0.000
Volume 20,638 19,671 -967 -4.7% 126,691
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.088 3.062 2.959
R3 3.034 3.008 2.944
R2 2.980 2.980 2.939
R1 2.954 2.954 2.934 2.940
PP 2.926 2.926 2.926 2.919
S1 2.900 2.900 2.924 2.886
S2 2.872 2.872 2.919
S3 2.818 2.846 2.914
S4 2.764 2.792 2.899
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 8.3% 0.106 3.6% 40% False False 24,473
10 3.073 2.740 0.333 11.4% 0.125 4.3% 57% False False 23,023
20 3.128 2.643 0.485 16.6% 0.144 4.9% 59% False False 20,465
40 3.496 2.643 0.853 29.1% 0.116 4.0% 34% False False 13,424
60 3.901 2.643 1.258 42.9% 0.107 3.6% 23% False False 10,137
80 4.162 2.643 1.519 51.9% 0.100 3.4% 19% False False 8,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Fibonacci Retracements and Extensions
4.250 3.181
2.618 3.092
1.618 3.038
1.000 3.005
0.618 2.984
HIGH 2.951
0.618 2.930
0.500 2.924
0.382 2.918
LOW 2.897
0.618 2.864
1.000 2.843
1.618 2.810
2.618 2.756
4.250 2.668
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 2.927 2.944
PP 2.926 2.939
S1 2.924 2.934

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

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