NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 2.959 2.971 0.012 0.4% 2.970
High 3.015 2.988 -0.027 -0.9% 3.109
Low 2.959 2.936 -0.023 -0.8% 2.866
Close 3.012 2.973 -0.039 -1.3% 3.012
Range 0.056 0.052 -0.004 -7.1% 0.243
ATR 0.135 0.131 -0.004 -3.1% 0.000
Volume 12,317 11,059 -1,258 -10.2% 90,356
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.122 3.099 3.002
R3 3.070 3.047 2.987
R2 3.018 3.018 2.983
R1 2.995 2.995 2.978 3.007
PP 2.966 2.966 2.966 2.971
S1 2.943 2.943 2.968 2.955
S2 2.914 2.914 2.963
S3 2.862 2.891 2.959
S4 2.810 2.839 2.944
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.725 3.611 3.146
R3 3.482 3.368 3.079
R2 3.239 3.239 3.057
R1 3.125 3.125 3.034 3.182
PP 2.996 2.996 2.996 3.024
S1 2.882 2.882 2.990 2.939
S2 2.753 2.753 2.967
S3 2.510 2.639 2.945
S4 2.267 2.396 2.878
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% 0.108 3.6% 44% False False 17,179
10 3.109 2.764 0.345 11.6% 0.124 4.2% 61% False False 15,791
20 3.148 2.666 0.482 16.2% 0.142 4.8% 64% False False 12,663
40 3.522 2.666 0.856 28.8% 0.111 3.7% 36% False False 8,172
60 3.927 2.666 1.261 42.4% 0.101 3.4% 24% False False 6,387
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3.209
2.618 3.124
1.618 3.072
1.000 3.040
0.618 3.020
HIGH 2.988
0.618 2.968
0.500 2.962
0.382 2.956
LOW 2.936
0.618 2.904
1.000 2.884
1.618 2.852
2.618 2.800
4.250 2.715
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 2.969 2.977
PP 2.966 2.975
S1 2.962 2.974

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

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