NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 3.324 3.290 -0.034 -1.0% 3.358
High 3.399 3.298 -0.101 -3.0% 3.424
Low 3.290 3.245 -0.045 -1.4% 3.245
Close 3.317 3.253 -0.064 -1.9% 3.253
Range 0.109 0.053 -0.056 -51.4% 0.179
ATR 0.089 0.088 -0.001 -1.4% 0.000
Volume 4,191 8,658 4,467 106.6% 21,064
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.424 3.392 3.282
R3 3.371 3.339 3.268
R2 3.318 3.318 3.263
R1 3.286 3.286 3.258 3.276
PP 3.265 3.265 3.265 3.260
S1 3.233 3.233 3.248 3.223
S2 3.212 3.212 3.243
S3 3.159 3.180 3.238
S4 3.106 3.127 3.224
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.844 3.728 3.351
R3 3.665 3.549 3.302
R2 3.486 3.486 3.286
R1 3.370 3.370 3.269 3.339
PP 3.307 3.307 3.307 3.292
S1 3.191 3.191 3.237 3.160
S2 3.128 3.128 3.220
S3 2.949 3.012 3.204
S4 2.770 2.833 3.155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.424 3.245 0.179 5.5% 0.081 2.5% 4% False True 5,311
10 3.459 3.222 0.237 7.3% 0.083 2.6% 13% False False 5,541
20 3.518 3.222 0.296 9.1% 0.080 2.4% 10% False False 5,731
40 3.763 3.222 0.541 16.6% 0.084 2.6% 6% False False 5,163
60 3.763 3.150 0.613 18.8% 0.090 2.8% 17% False False 4,615
80 3.763 3.150 0.613 18.8% 0.086 2.7% 17% False False 4,094
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.523
2.618 3.437
1.618 3.384
1.000 3.351
0.618 3.331
HIGH 3.298
0.618 3.278
0.500 3.272
0.382 3.265
LOW 3.245
0.618 3.212
1.000 3.192
1.618 3.159
2.618 3.106
4.250 3.020
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 3.272 3.325
PP 3.265 3.301
S1 3.259 3.277

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

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