NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 2.937 2.946 0.009 0.3% 2.934
High 2.951 3.015 0.064 2.2% 3.073
Low 2.897 2.931 0.034 1.2% 2.831
Close 2.929 2.976 0.047 1.6% 2.975
Range 0.054 0.084 0.030 55.6% 0.242
ATR 0.132 0.128 -0.003 -2.5% 0.000
Volume 19,671 26,199 6,528 33.2% 126,691
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.226 3.185 3.022
R3 3.142 3.101 2.999
R2 3.058 3.058 2.991
R1 3.017 3.017 2.984 3.038
PP 2.974 2.974 2.974 2.984
S1 2.933 2.933 2.968 2.954
S2 2.890 2.890 2.961
S3 2.806 2.849 2.953
S4 2.722 2.765 2.930
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 3.029 2.831 0.198 6.7% 0.089 3.0% 73% False False 25,554
10 3.073 2.740 0.333 11.2% 0.116 3.9% 71% False False 24,530
20 3.128 2.643 0.485 16.3% 0.140 4.7% 69% False False 21,004
40 3.496 2.643 0.853 28.7% 0.117 3.9% 39% False False 13,979
60 3.901 2.643 1.258 42.3% 0.107 3.6% 26% False False 10,534
80 4.162 2.643 1.519 51.0% 0.100 3.4% 22% False False 8,400
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.372
2.618 3.235
1.618 3.151
1.000 3.099
0.618 3.067
HIGH 3.015
0.618 2.983
0.500 2.973
0.382 2.963
LOW 2.931
0.618 2.879
1.000 2.847
1.618 2.795
2.618 2.711
4.250 2.574
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 2.975 2.969
PP 2.974 2.963
S1 2.973 2.956

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

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