NYMEX Natural Gas Future September 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 2.982 3.027 0.045 1.5% 2.997
High 2.999 3.069 0.070 2.3% 3.121
Low 2.947 2.990 0.043 1.5% 2.875
Close 2.985 3.035 0.050 1.7% 3.022
Range 0.052 0.079 0.027 51.9% 0.246
ATR 0.130 0.127 -0.003 -2.5% 0.000
Volume 11,417 11,484 67 0.6% 63,387
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.268 3.231 3.078
R3 3.189 3.152 3.057
R2 3.110 3.110 3.049
R1 3.073 3.073 3.042 3.092
PP 3.031 3.031 3.031 3.041
S1 2.994 2.994 3.028 3.013
S2 2.952 2.952 3.021
S3 2.873 2.915 3.013
S4 2.794 2.836 2.992
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 3.071 2.875 0.196 6.5% 0.083 2.7% 82% False False 12,043
10 3.121 2.773 0.348 11.5% 0.113 3.7% 75% False False 12,530
20 3.170 2.670 0.500 16.5% 0.138 4.5% 73% False False 10,690
40 3.523 2.670 0.853 28.1% 0.113 3.7% 43% False False 7,727
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.405
2.618 3.276
1.618 3.197
1.000 3.148
0.618 3.118
HIGH 3.069
0.618 3.039
0.500 3.030
0.382 3.020
LOW 2.990
0.618 2.941
1.000 2.911
1.618 2.862
2.618 2.783
4.250 2.654
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 3.033 3.026
PP 3.031 3.017
S1 3.030 3.008

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

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