NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 3.626 3.747 0.121 3.3% 3.585
High 3.729 3.763 0.034 0.9% 3.665
Low 3.626 3.666 0.040 1.1% 3.522
Close 3.727 3.702 -0.025 -0.7% 3.610
Range 0.103 0.097 -0.006 -5.8% 0.143
ATR 0.089 0.089 0.001 0.7% 0.000
Volume 3,765 6,729 2,964 78.7% 20,231
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.001 3.949 3.755
R3 3.904 3.852 3.729
R2 3.807 3.807 3.720
R1 3.755 3.755 3.711 3.733
PP 3.710 3.710 3.710 3.699
S1 3.658 3.658 3.693 3.636
S2 3.613 3.613 3.684
S3 3.516 3.561 3.675
S4 3.419 3.464 3.649
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.028 3.962 3.689
R3 3.885 3.819 3.649
R2 3.742 3.742 3.636
R1 3.676 3.676 3.623 3.709
PP 3.599 3.599 3.599 3.616
S1 3.533 3.533 3.597 3.566
S2 3.456 3.456 3.584
S3 3.313 3.390 3.571
S4 3.170 3.247 3.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.763 3.579 0.184 5.0% 0.082 2.2% 67% True False 4,152
10 3.763 3.477 0.286 7.7% 0.080 2.2% 79% True False 4,233
20 3.763 3.441 0.322 8.7% 0.086 2.3% 81% True False 3,919
40 3.763 3.150 0.613 16.6% 0.087 2.3% 90% True False 3,472
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 True
Stretch 0.007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.175
2.618 4.017
1.618 3.920
1.000 3.860
0.618 3.823
HIGH 3.763
0.618 3.726
0.500 3.715
0.382 3.703
LOW 3.666
0.618 3.606
1.000 3.569
1.618 3.509
2.618 3.412
4.250 3.254
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 3.715 3.693
PP 3.710 3.684
S1 3.706 3.675

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

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