NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 2.804 3.003 0.199 7.1% 3.148
High 3.022 3.030 0.008 0.3% 3.148
Low 2.790 2.924 0.134 4.8% 2.764
Close 2.998 2.988 -0.010 -0.3% 2.988
Range 0.232 0.106 -0.126 -54.3% 0.384
ATR 0.144 0.141 -0.003 -1.9% 0.000
Volume 19,928 17,861 -2,067 -10.4% 66,137
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.299 3.249 3.046
R3 3.193 3.143 3.017
R2 3.087 3.087 3.007
R1 3.037 3.037 2.998 3.009
PP 2.981 2.981 2.981 2.967
S1 2.931 2.931 2.978 2.903
S2 2.875 2.875 2.969
S3 2.769 2.825 2.959
S4 2.663 2.719 2.930
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.119 3.937 3.199
R3 3.735 3.553 3.094
R2 3.351 3.351 3.058
R1 3.169 3.169 3.023 3.068
PP 2.967 2.967 2.967 2.916
S1 2.785 2.785 2.953 2.684
S2 2.583 2.583 2.918
S3 2.199 2.401 2.882
S4 1.815 2.017 2.777
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 12.9% 0.146 4.9% 58% False False 13,227
10 3.148 2.694 0.454 15.2% 0.170 5.7% 65% False False 12,488
20 3.343 2.666 0.677 22.7% 0.137 4.6% 48% False False 9,640
40 3.755 2.666 1.089 36.4% 0.106 3.5% 30% False False 6,183
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.481
2.618 3.308
1.618 3.202
1.000 3.136
0.618 3.096
HIGH 3.030
0.618 2.990
0.500 2.977
0.382 2.964
LOW 2.924
0.618 2.858
1.000 2.818
1.618 2.752
2.618 2.646
4.250 2.474
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 2.984 2.958
PP 2.981 2.927
S1 2.977 2.897

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

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