NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 3.074 2.950 -0.124 -4.0% 3.148
High 3.109 2.957 -0.152 -4.9% 3.148
Low 2.941 2.866 -0.075 -2.6% 2.764
Close 2.945 2.918 -0.027 -0.9% 2.988
Range 0.168 0.091 -0.077 -45.8% 0.384
ATR 0.143 0.139 -0.004 -2.6% 0.000
Volume 20,409 22,899 2,490 12.2% 66,137
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.187 3.143 2.968
R3 3.096 3.052 2.943
R2 3.005 3.005 2.935
R1 2.961 2.961 2.926 2.938
PP 2.914 2.914 2.914 2.902
S1 2.870 2.870 2.910 2.847
S2 2.823 2.823 2.901
S3 2.732 2.779 2.893
S4 2.641 2.688 2.868
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 2.790 0.319 10.9% 0.147 5.0% 40% False False 19,323
10 3.148 2.764 0.384 13.2% 0.148 5.1% 40% False False 14,800
20 3.232 2.666 0.566 19.4% 0.146 5.0% 45% False False 11,946
40 3.560 2.666 0.894 30.6% 0.109 3.7% 28% False False 7,269
60 3.927 2.666 1.261 43.2% 0.099 3.4% 20% False False 5,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.344
2.618 3.195
1.618 3.104
1.000 3.048
0.618 3.013
HIGH 2.957
0.618 2.922
0.500 2.912
0.382 2.901
LOW 2.866
0.618 2.810
1.000 2.775
1.618 2.719
2.618 2.628
4.250 2.479
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 2.916 2.988
PP 2.914 2.964
S1 2.912 2.941

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

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