NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 2.971 2.978 0.007 0.2% 2.970
High 2.988 3.056 0.068 2.3% 3.109
Low 2.936 2.978 0.042 1.4% 2.866
Close 2.973 3.022 0.049 1.6% 3.012
Range 0.052 0.078 0.026 50.0% 0.243
ATR 0.131 0.128 -0.003 -2.6% 0.000
Volume 11,059 18,484 7,425 67.1% 90,356
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.253 3.215 3.065
R3 3.175 3.137 3.043
R2 3.097 3.097 3.036
R1 3.059 3.059 3.029 3.078
PP 3.019 3.019 3.019 3.028
S1 2.981 2.981 3.015 3.000
S2 2.941 2.941 3.008
S3 2.863 2.903 3.001
S4 2.785 2.825 2.979
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 3.062 2.866 0.196 6.5% 0.090 3.0% 80% False False 16,794
10 3.109 2.764 0.345 11.4% 0.118 3.9% 75% False False 16,927
20 3.148 2.666 0.482 15.9% 0.138 4.6% 74% False False 13,331
40 3.522 2.666 0.856 28.3% 0.112 3.7% 42% False False 8,577
60 3.927 2.666 1.261 41.7% 0.102 3.4% 28% False False 6,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.388
2.618 3.260
1.618 3.182
1.000 3.134
0.618 3.104
HIGH 3.056
0.618 3.026
0.500 3.017
0.382 3.008
LOW 2.978
0.618 2.930
1.000 2.900
1.618 2.852
2.618 2.774
4.250 2.647
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 3.020 3.013
PP 3.019 3.005
S1 3.017 2.996

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

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