NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 2.980 2.906 -0.074 -2.5% 2.934
High 2.988 2.994 0.006 0.2% 3.073
Low 2.873 2.904 0.031 1.1% 2.831
Close 2.906 2.974 0.068 2.3% 2.975
Range 0.115 0.090 -0.025 -21.7% 0.242
ATR 0.127 0.125 -0.003 -2.1% 0.000
Volume 27,730 18,111 -9,619 -34.7% 126,691
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.227 3.191 3.024
R3 3.137 3.101 2.999
R2 3.047 3.047 2.991
R1 3.011 3.011 2.982 3.029
PP 2.957 2.957 2.957 2.967
S1 2.921 2.921 2.966 2.939
S2 2.867 2.867 2.958
S3 2.777 2.831 2.949
S4 2.687 2.741 2.925
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 3.015 2.873 0.142 4.8% 0.079 2.7% 71% False False 22,469
10 3.073 2.831 0.242 8.1% 0.105 3.5% 59% False False 24,240
20 3.128 2.643 0.485 16.3% 0.141 4.7% 68% False False 21,731
40 3.496 2.643 0.853 28.7% 0.119 4.0% 39% False False 14,972
60 3.901 2.643 1.258 42.3% 0.107 3.6% 26% False False 11,200
80 4.162 2.643 1.519 51.1% 0.101 3.4% 22% False False 8,934
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.377
2.618 3.230
1.618 3.140
1.000 3.084
0.618 3.050
HIGH 2.994
0.618 2.960
0.500 2.949
0.382 2.938
LOW 2.904
0.618 2.848
1.000 2.814
1.618 2.758
2.618 2.668
4.250 2.522
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 2.966 2.964
PP 2.957 2.954
S1 2.949 2.944

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

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