NYMEX Natural Gas Future September 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 2.997 3.082 0.085 2.8% 3.160
High 3.106 3.121 0.015 0.5% 3.167
Low 2.988 2.952 -0.036 -1.2% 2.773
Close 3.080 2.956 -0.124 -4.0% 3.002
Range 0.118 0.169 0.051 43.2% 0.394
ATR 0.141 0.143 0.002 1.4% 0.000
Volume 16,398 9,675 -6,723 -41.0% 50,474
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.517 3.405 3.049
R3 3.348 3.236 3.002
R2 3.179 3.179 2.987
R1 3.067 3.067 2.971 3.039
PP 3.010 3.010 3.010 2.995
S1 2.898 2.898 2.941 2.870
S2 2.841 2.841 2.925
S3 2.672 2.729 2.910
S4 2.503 2.560 2.863
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.163 3.976 3.219
R3 3.769 3.582 3.110
R2 3.375 3.375 3.074
R1 3.188 3.188 3.038 3.085
PP 2.981 2.981 2.981 2.929
S1 2.794 2.794 2.966 2.691
S2 2.587 2.587 2.930
S3 2.193 2.400 2.894
S4 1.799 2.006 2.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.121 2.773 0.348 11.8% 0.142 4.8% 53% True False 13,017
10 3.170 2.773 0.397 13.4% 0.152 5.2% 46% False False 10,192
20 3.335 2.670 0.665 22.5% 0.147 5.0% 43% False False 10,229
40 3.676 2.670 1.006 34.0% 0.111 3.8% 28% False False 6,677
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.839
2.618 3.563
1.618 3.394
1.000 3.290
0.618 3.225
HIGH 3.121
0.618 3.056
0.500 3.037
0.382 3.017
LOW 2.952
0.618 2.848
1.000 2.783
1.618 2.679
2.618 2.510
4.250 2.234
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 3.037 3.030
PP 3.010 3.005
S1 2.983 2.981

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

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