NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 3.385 3.275 -0.110 -3.2% 3.357
High 3.401 3.300 -0.101 -3.0% 3.478
Low 3.300 3.235 -0.065 -2.0% 3.350
Close 3.303 3.239 -0.064 -1.9% 3.368
Range 0.101 0.065 -0.036 -35.6% 0.128
ATR 0.092 0.090 -0.002 -1.9% 0.000
Volume 4,968 5,836 868 17.5% 26,568
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.453 3.411 3.275
R3 3.388 3.346 3.257
R2 3.323 3.323 3.251
R1 3.281 3.281 3.245 3.270
PP 3.258 3.258 3.258 3.252
S1 3.216 3.216 3.233 3.205
S2 3.193 3.193 3.227
S3 3.128 3.151 3.221
S4 3.063 3.086 3.203
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 3.462 3.235 0.227 7.0% 0.079 2.5% 2% False True 5,608
10 3.500 3.235 0.265 8.2% 0.083 2.6% 2% False True 5,736
20 3.715 3.235 0.480 14.8% 0.089 2.8% 1% False True 5,649
40 3.763 3.235 0.528 16.3% 0.088 2.7% 1% False True 4,784
60 3.763 3.150 0.613 18.9% 0.088 2.7% 15% False False 4,198
Crabel Price Patterns
NR True
NR4 True
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.576
2.618 3.470
1.618 3.405
1.000 3.365
0.618 3.340
HIGH 3.300
0.618 3.275
0.500 3.268
0.382 3.260
LOW 3.235
0.618 3.195
1.000 3.170
1.618 3.130
2.618 3.065
4.250 2.959
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 3.268 3.347
PP 3.258 3.311
S1 3.249 3.275

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

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