NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 2.993 3.108 0.115 3.8% 2.982
High 3.143 3.108 -0.035 -1.1% 3.143
Low 2.988 3.011 0.023 0.8% 2.932
Close 3.118 3.086 -0.032 -1.0% 3.118
Range 0.155 0.097 -0.058 -37.4% 0.211
ATR 0.128 0.127 -0.002 -1.2% 0.000
Volume 12,821 16,266 3,445 26.9% 53,989
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.359 3.320 3.139
R3 3.262 3.223 3.113
R2 3.165 3.165 3.104
R1 3.126 3.126 3.095 3.097
PP 3.068 3.068 3.068 3.054
S1 3.029 3.029 3.077 3.000
S2 2.971 2.971 3.068
S3 2.874 2.932 3.059
S4 2.777 2.835 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% 0.115 3.7% 73% False False 11,767
10 3.143 2.875 0.268 8.7% 0.108 3.5% 79% False False 11,724
20 3.170 2.773 0.397 12.9% 0.129 4.2% 79% False False 11,403
40 3.523 2.670 0.853 27.6% 0.118 3.8% 49% False False 8,578
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.520
2.618 3.362
1.618 3.265
1.000 3.205
0.618 3.168
HIGH 3.108
0.618 3.071
0.500 3.060
0.382 3.048
LOW 3.011
0.618 2.951
1.000 2.914
1.618 2.854
2.618 2.757
4.250 2.599
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 3.077 3.074
PP 3.068 3.063
S1 3.060 3.051

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

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