NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 2.959 2.993 0.034 1.1% 2.982
High 3.046 3.143 0.097 3.2% 3.143
Low 2.959 2.988 0.029 1.0% 2.932
Close 3.024 3.118 0.094 3.1% 3.118
Range 0.087 0.155 0.068 78.2% 0.211
ATR 0.126 0.128 0.002 1.6% 0.000
Volume 9,520 12,821 3,301 34.7% 53,989
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.548 3.488 3.203
R3 3.393 3.333 3.161
R2 3.238 3.238 3.146
R1 3.178 3.178 3.132 3.208
PP 3.083 3.083 3.083 3.098
S1 3.023 3.023 3.104 3.053
S2 2.928 2.928 3.090
S3 2.773 2.868 3.075
S4 2.618 2.713 3.033
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.697 3.619 3.234
R3 3.486 3.408 3.176
R2 3.275 3.275 3.157
R1 3.197 3.197 3.137 3.236
PP 3.064 3.064 3.064 3.084
S1 2.986 2.986 3.099 3.025
S2 2.853 2.853 3.079
S3 2.642 2.775 3.060
S4 2.431 2.564 3.002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.143 2.932 0.211 6.8% 0.106 3.4% 88% True False 10,797
10 3.143 2.875 0.268 8.6% 0.110 3.5% 91% True False 11,737
20 3.170 2.698 0.472 15.1% 0.143 4.6% 89% False False 10,918
40 3.523 2.670 0.853 27.4% 0.118 3.8% 53% False False 8,213
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.802
2.618 3.549
1.618 3.394
1.000 3.298
0.618 3.239
HIGH 3.143
0.618 3.084
0.500 3.066
0.382 3.047
LOW 2.988
0.618 2.892
1.000 2.833
1.618 2.737
2.618 2.582
4.250 2.329
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 3.101 3.091
PP 3.083 3.064
S1 3.066 3.038

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

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