NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 2.935 2.984 0.049 1.7% 2.997
High 3.071 3.027 -0.044 -1.4% 3.121
Low 2.914 2.970 0.056 1.9% 2.875
Close 2.982 3.022 0.040 1.3% 3.022
Range 0.157 0.057 -0.100 -63.7% 0.246
ATR 0.140 0.134 -0.006 -4.2% 0.000
Volume 10,924 12,668 1,744 16.0% 63,387
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.177 3.157 3.053
R3 3.120 3.100 3.038
R2 3.063 3.063 3.032
R1 3.043 3.043 3.027 3.053
PP 3.006 3.006 3.006 3.012
S1 2.986 2.986 3.017 2.996
S2 2.949 2.949 3.012
S3 2.892 2.929 3.006
S4 2.835 2.872 2.991
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.744 3.629 3.157
R3 3.498 3.383 3.090
R2 3.252 3.252 3.067
R1 3.137 3.137 3.045 3.195
PP 3.006 3.006 3.006 3.035
S1 2.891 2.891 2.999 2.949
S2 2.760 2.760 2.977
S3 2.514 2.645 2.954
S4 2.268 2.399 2.887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.121 2.875 0.246 8.1% 0.114 3.8% 60% False False 12,677
10 3.167 2.773 0.394 13.0% 0.132 4.4% 63% False False 11,386
20 3.170 2.670 0.500 16.5% 0.141 4.7% 70% False False 10,476
40 3.536 2.670 0.866 28.7% 0.113 3.7% 41% False False 7,282
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3.269
2.618 3.176
1.618 3.119
1.000 3.084
0.618 3.062
HIGH 3.027
0.618 3.005
0.500 2.999
0.382 2.992
LOW 2.970
0.618 2.935
1.000 2.913
1.618 2.878
2.618 2.821
4.250 2.728
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 3.014 3.006
PP 3.006 2.989
S1 2.999 2.973

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

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