NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 2.950 2.909 -0.041 -1.4% 3.148
High 2.957 3.062 0.105 3.6% 3.148
Low 2.866 2.891 0.025 0.9% 2.764
Close 2.918 2.973 0.055 1.9% 2.988
Range 0.091 0.171 0.080 87.9% 0.384
ATR 0.139 0.141 0.002 1.6% 0.000
Volume 22,899 19,213 -3,686 -16.1% 66,137
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.488 3.402 3.067
R3 3.317 3.231 3.020
R2 3.146 3.146 3.004
R1 3.060 3.060 2.989 3.103
PP 2.975 2.975 2.975 2.997
S1 2.889 2.889 2.957 2.932
S2 2.804 2.804 2.942
S3 2.633 2.718 2.926
S4 2.462 2.547 2.879
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 2.866 0.243 8.2% 0.135 4.5% 44% False False 19,180
10 3.148 2.764 0.384 12.9% 0.145 4.9% 54% False False 15,699
20 3.148 2.666 0.482 16.2% 0.145 4.9% 64% False False 12,496
40 3.560 2.666 0.894 30.1% 0.112 3.8% 34% False False 7,681
60 3.927 2.666 1.261 42.4% 0.101 3.4% 24% False False 6,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.789
2.618 3.510
1.618 3.339
1.000 3.233
0.618 3.168
HIGH 3.062
0.618 2.997
0.500 2.977
0.382 2.956
LOW 2.891
0.618 2.785
1.000 2.720
1.618 2.614
2.618 2.443
4.250 2.164
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 2.977 2.988
PP 2.975 2.983
S1 2.974 2.978

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

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