NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 2.991 2.846 -0.145 -4.8% 2.700
High 2.991 2.854 -0.137 -4.6% 3.145
Low 2.854 2.764 -0.090 -3.2% 2.694
Close 2.891 2.807 -0.084 -2.9% 3.093
Range 0.137 0.090 -0.047 -34.3% 0.451
ATR 0.138 0.137 -0.001 -0.5% 0.000
Volume 7,121 11,587 4,466 62.7% 58,746
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.078 3.033 2.857
R3 2.988 2.943 2.832
R2 2.898 2.898 2.824
R1 2.853 2.853 2.815 2.831
PP 2.808 2.808 2.808 2.797
S1 2.763 2.763 2.799 2.741
S2 2.718 2.718 2.791
S3 2.628 2.673 2.782
S4 2.538 2.583 2.758
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.330 4.163 3.341
R3 3.879 3.712 3.217
R2 3.428 3.428 3.176
R1 3.261 3.261 3.134 3.345
PP 2.977 2.977 2.977 3.019
S1 2.810 2.810 3.052 2.894
S2 2.526 2.526 3.010
S3 2.075 2.359 2.969
S4 1.624 1.908 2.845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.148 2.764 0.384 13.7% 0.149 5.3% 11% False True 10,277
10 3.148 2.666 0.482 17.2% 0.159 5.7% 29% False False 9,890
20 3.390 2.666 0.724 25.8% 0.130 4.6% 19% False False 8,078
40 3.794 2.666 1.128 40.2% 0.101 3.6% 13% False False 5,338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.237
2.618 3.090
1.618 3.000
1.000 2.944
0.618 2.910
HIGH 2.854
0.618 2.820
0.500 2.809
0.382 2.798
LOW 2.764
0.618 2.708
1.000 2.674
1.618 2.618
2.618 2.528
4.250 2.382
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 2.809 2.956
PP 2.808 2.906
S1 2.808 2.857

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

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