NYMEX Natural Gas Future September 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 2.984 2.982 -0.002 -0.1% 2.997
High 3.027 2.999 -0.028 -0.9% 3.121
Low 2.970 2.947 -0.023 -0.8% 2.875
Close 3.022 2.985 -0.037 -1.2% 3.022
Range 0.057 0.052 -0.005 -8.8% 0.246
ATR 0.134 0.130 -0.004 -3.2% 0.000
Volume 12,668 11,417 -1,251 -9.9% 63,387
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.133 3.111 3.014
R3 3.081 3.059 2.999
R2 3.029 3.029 2.995
R1 3.007 3.007 2.990 3.018
PP 2.977 2.977 2.977 2.983
S1 2.955 2.955 2.980 2.966
S2 2.925 2.925 2.975
S3 2.873 2.903 2.971
S4 2.821 2.851 2.956
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 8.2% 0.101 3.4% 45% False False 11,681
10 3.121 2.773 0.348 11.7% 0.119 4.0% 61% False False 11,916
20 3.170 2.670 0.500 16.8% 0.140 4.7% 63% False False 10,559
40 3.523 2.670 0.853 28.6% 0.112 3.8% 37% False False 7,511
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 0.020
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3.220
2.618 3.135
1.618 3.083
1.000 3.051
0.618 3.031
HIGH 2.999
0.618 2.979
0.500 2.973
0.382 2.967
LOW 2.947
0.618 2.915
1.000 2.895
1.618 2.863
2.618 2.811
4.250 2.726
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 2.981 2.993
PP 2.977 2.990
S1 2.973 2.988

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

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