NYMEX Natural Gas Future September 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 2.905 2.825 -0.080 -2.8% 3.108
High 2.905 2.902 -0.003 -0.1% 3.140
Low 2.817 2.810 -0.007 -0.2% 2.986
Close 2.822 2.899 0.077 2.7% 3.020
Range 0.088 0.092 0.004 4.5% 0.154
ATR 0.124 0.121 -0.002 -1.8% 0.000
Volume 9,086 7,572 -1,514 -16.7% 51,905
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.146 3.115 2.950
R3 3.054 3.023 2.924
R2 2.962 2.962 2.916
R1 2.931 2.931 2.907 2.947
PP 2.870 2.870 2.870 2.878
S1 2.839 2.839 2.891 2.855
S2 2.778 2.778 2.882
S3 2.686 2.747 2.874
S4 2.594 2.655 2.848
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.511 3.419 3.105
R3 3.357 3.265 3.062
R2 3.203 3.203 3.048
R1 3.111 3.111 3.034 3.080
PP 3.049 3.049 3.049 3.033
S1 2.957 2.957 3.006 2.926
S2 2.895 2.895 2.992
S3 2.741 2.803 2.978
S4 2.587 2.649 2.935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.140 2.810 0.330 11.4% 0.109 3.7% 27% False True 9,464
10 3.143 2.810 0.333 11.5% 0.117 4.0% 27% False True 10,811
20 3.143 2.773 0.370 12.8% 0.115 4.0% 34% False False 11,670
40 3.401 2.670 0.731 25.2% 0.124 4.3% 31% False False 9,770
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.293
2.618 3.143
1.618 3.051
1.000 2.994
0.618 2.959
HIGH 2.902
0.618 2.867
0.500 2.856
0.382 2.845
LOW 2.810
0.618 2.753
1.000 2.718
1.618 2.661
2.618 2.569
4.250 2.419
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 2.885 2.929
PP 2.870 2.919
S1 2.856 2.909

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

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