NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 3.546 3.553 0.007 0.2% 3.579
High 3.563 3.594 0.031 0.9% 3.600
Low 3.509 3.546 0.037 1.1% 3.464
Close 3.530 3.587 0.057 1.6% 3.587
Range 0.054 0.048 -0.006 -11.1% 0.136
ATR 0.093 0.091 -0.002 -2.2% 0.000
Volume 4,427 5,243 816 18.4% 19,239
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.720 3.701 3.613
R3 3.672 3.653 3.600
R2 3.624 3.624 3.596
R1 3.605 3.605 3.591 3.615
PP 3.576 3.576 3.576 3.580
S1 3.557 3.557 3.583 3.567
S2 3.528 3.528 3.578
S3 3.480 3.509 3.574
S4 3.432 3.461 3.561
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.958 3.909 3.662
R3 3.822 3.773 3.624
R2 3.686 3.686 3.612
R1 3.637 3.637 3.599 3.662
PP 3.550 3.550 3.550 3.563
S1 3.501 3.501 3.575 3.526
S2 3.414 3.414 3.562
S3 3.278 3.365 3.550
S4 3.142 3.229 3.512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.600 3.464 0.136 3.8% 0.075 2.1% 90% False False 3,847
10 3.600 3.448 0.152 4.2% 0.079 2.2% 91% False False 4,082
20 3.670 3.366 0.304 8.5% 0.091 2.5% 73% False False 3,853
40 3.670 3.150 0.520 14.5% 0.086 2.4% 84% False False 3,178
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.798
2.618 3.720
1.618 3.672
1.000 3.642
0.618 3.624
HIGH 3.594
0.618 3.576
0.500 3.570
0.382 3.564
LOW 3.546
0.618 3.516
1.000 3.498
1.618 3.468
2.618 3.420
4.250 3.342
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 3.581 3.571
PP 3.576 3.555
S1 3.570 3.539

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

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