NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 3.027 3.090 0.063 2.1% 2.997
High 3.069 3.090 0.021 0.7% 3.121
Low 2.990 2.932 -0.058 -1.9% 2.875
Close 3.035 2.964 -0.071 -2.3% 3.022
Range 0.079 0.158 0.079 100.0% 0.246
ATR 0.127 0.129 0.002 1.8% 0.000
Volume 11,484 8,747 -2,737 -23.8% 63,387
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.469 3.375 3.051
R3 3.311 3.217 3.007
R2 3.153 3.153 2.993
R1 3.059 3.059 2.978 3.027
PP 2.995 2.995 2.995 2.980
S1 2.901 2.901 2.950 2.869
S2 2.837 2.837 2.935
S3 2.679 2.743 2.921
S4 2.521 2.585 2.877
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 3.090 2.914 0.176 5.9% 0.101 3.4% 28% True False 11,048
10 3.121 2.803 0.318 10.7% 0.120 4.0% 51% False False 12,462
20 3.170 2.670 0.500 16.9% 0.142 4.8% 59% False False 10,573
40 3.523 2.670 0.853 28.8% 0.115 3.9% 34% False False 7,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.762
2.618 3.504
1.618 3.346
1.000 3.248
0.618 3.188
HIGH 3.090
0.618 3.030
0.500 3.011
0.382 2.992
LOW 2.932
0.618 2.834
1.000 2.774
1.618 2.676
2.618 2.518
4.250 2.261
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 3.011 3.011
PP 2.995 2.995
S1 2.980 2.980

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

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