NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 3.097 3.022 -0.075 -2.4% 3.028
High 3.108 3.108 0.000 0.0% 3.171
Low 2.988 3.022 0.034 1.1% 2.923
Close 3.023 3.082 0.059 2.0% 3.069
Range 0.120 0.086 -0.034 -28.3% 0.248
ATR 0.138 0.135 -0.004 -2.7% 0.000
Volume 35,731 23,236 -12,495 -35.0% 138,316
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.329 3.291 3.129
R3 3.243 3.205 3.106
R2 3.157 3.157 3.098
R1 3.119 3.119 3.090 3.138
PP 3.071 3.071 3.071 3.080
S1 3.033 3.033 3.074 3.052
S2 2.985 2.985 3.066
S3 2.899 2.947 3.058
S4 2.813 2.861 3.035
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.798 3.682 3.205
R3 3.550 3.434 3.137
R2 3.302 3.302 3.114
R1 3.186 3.186 3.092 3.244
PP 3.054 3.054 3.054 3.084
S1 2.938 2.938 3.046 2.996
S2 2.806 2.806 3.024
S3 2.558 2.690 3.001
S4 2.310 2.442 2.933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.129 2.988 0.141 4.6% 0.083 2.7% 67% False False 26,942
10 3.171 2.923 0.248 8.0% 0.108 3.5% 64% False False 28,039
20 3.210 2.714 0.496 16.1% 0.144 4.7% 74% False False 27,857
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.474
2.618 3.333
1.618 3.247
1.000 3.194
0.618 3.161
HIGH 3.108
0.618 3.075
0.500 3.065
0.382 3.055
LOW 3.022
0.618 2.969
1.000 2.936
1.618 2.883
2.618 2.797
4.250 2.657
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 3.076 3.074
PP 3.071 3.066
S1 3.065 3.059

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

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