NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 3.526 3.579 0.053 1.5% 3.506
High 3.585 3.590 0.005 0.1% 3.585
Low 3.526 3.482 -0.044 -1.2% 3.448
Close 3.564 3.489 -0.075 -2.1% 3.564
Range 0.059 0.108 0.049 83.1% 0.137
ATR 0.098 0.098 0.001 0.8% 0.000
Volume 5,444 4,797 -647 -11.9% 21,587
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.844 3.775 3.548
R3 3.736 3.667 3.519
R2 3.628 3.628 3.509
R1 3.559 3.559 3.499 3.540
PP 3.520 3.520 3.520 3.511
S1 3.451 3.451 3.479 3.432
S2 3.412 3.412 3.469
S3 3.304 3.343 3.459
S4 3.196 3.235 3.430
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.943 3.891 3.639
R3 3.806 3.754 3.602
R2 3.669 3.669 3.589
R1 3.617 3.617 3.577 3.643
PP 3.532 3.532 3.532 3.546
S1 3.480 3.480 3.551 3.506
S2 3.395 3.395 3.539
S3 3.258 3.343 3.526
S4 3.121 3.206 3.489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.590 3.448 0.142 4.1% 0.096 2.7% 29% True False 4,227
10 3.670 3.441 0.229 6.6% 0.095 2.7% 21% False False 3,792
20 3.670 3.344 0.326 9.3% 0.095 2.7% 44% False False 3,717
40 3.670 3.150 0.520 14.9% 0.088 2.5% 65% False False 3,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.049
2.618 3.873
1.618 3.765
1.000 3.698
0.618 3.657
HIGH 3.590
0.618 3.549
0.500 3.536
0.382 3.523
LOW 3.482
0.618 3.415
1.000 3.374
1.618 3.307
2.618 3.199
4.250 3.023
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 3.536 3.519
PP 3.520 3.509
S1 3.505 3.499

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

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