NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 3.459 3.385 -0.074 -2.1% 3.357
High 3.459 3.401 -0.058 -1.7% 3.478
Low 3.365 3.300 -0.065 -1.9% 3.350
Close 3.368 3.303 -0.065 -1.9% 3.368
Range 0.094 0.101 0.007 7.4% 0.128
ATR 0.091 0.092 0.001 0.8% 0.000
Volume 6,471 4,968 -1,503 -23.2% 26,568
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.638 3.571 3.359
R3 3.537 3.470 3.331
R2 3.436 3.436 3.322
R1 3.369 3.369 3.312 3.352
PP 3.335 3.335 3.335 3.326
S1 3.268 3.268 3.294 3.251
S2 3.234 3.234 3.284
S3 3.133 3.167 3.275
S4 3.032 3.066 3.247
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.783 3.703 3.438
R3 3.655 3.575 3.403
R2 3.527 3.527 3.391
R1 3.447 3.447 3.380 3.487
PP 3.399 3.399 3.399 3.419
S1 3.319 3.319 3.356 3.359
S2 3.271 3.271 3.345
S3 3.143 3.191 3.333
S4 3.015 3.063 3.298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.478 3.300 0.178 5.4% 0.090 2.7% 2% False True 5,373
10 3.500 3.300 0.200 6.1% 0.084 2.5% 2% False True 5,526
20 3.763 3.300 0.463 14.0% 0.091 2.8% 1% False True 5,694
40 3.763 3.300 0.463 14.0% 0.088 2.7% 1% False True 4,756
60 3.763 3.150 0.613 18.6% 0.088 2.7% 25% False False 4,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.830
2.618 3.665
1.618 3.564
1.000 3.502
0.618 3.463
HIGH 3.401
0.618 3.362
0.500 3.351
0.382 3.339
LOW 3.300
0.618 3.238
1.000 3.199
1.618 3.137
2.618 3.036
4.250 2.871
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 3.351 3.381
PP 3.335 3.355
S1 3.319 3.329

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

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