NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 2.970 3.074 0.104 3.5% 3.148
High 3.095 3.109 0.014 0.5% 3.148
Low 2.956 2.941 -0.015 -0.5% 2.764
Close 3.068 2.945 -0.123 -4.0% 2.988
Range 0.139 0.168 0.029 20.9% 0.384
ATR 0.141 0.143 0.002 1.4% 0.000
Volume 15,518 20,409 4,891 31.5% 66,137
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.502 3.392 3.037
R3 3.334 3.224 2.991
R2 3.166 3.166 2.976
R1 3.056 3.056 2.960 3.027
PP 2.998 2.998 2.998 2.984
S1 2.888 2.888 2.930 2.859
S2 2.830 2.830 2.914
S3 2.662 2.720 2.899
S4 2.494 2.552 2.853
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 3.109 2.764 0.345 11.7% 0.147 5.0% 52% True False 17,060
10 3.148 2.764 0.384 13.0% 0.150 5.1% 47% False False 13,648
20 3.330 2.666 0.664 22.5% 0.147 5.0% 42% False False 11,045
40 3.674 2.666 1.008 34.2% 0.110 3.7% 28% False False 6,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.823
2.618 3.549
1.618 3.381
1.000 3.277
0.618 3.213
HIGH 3.109
0.618 3.045
0.500 3.025
0.382 3.005
LOW 2.941
0.618 2.837
1.000 2.773
1.618 2.669
2.618 2.501
4.250 2.227
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 3.025 3.017
PP 2.998 2.993
S1 2.972 2.969

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

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