NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 3.099 3.082 -0.017 -0.5% 2.971
High 3.108 3.103 -0.005 -0.2% 3.137
Low 3.003 2.993 -0.010 -0.3% 2.925
Close 3.074 3.083 0.009 0.3% 3.109
Range 0.105 0.110 0.005 4.8% 0.212
ATR 0.125 0.124 -0.001 -0.9% 0.000
Volume 10,609 8,215 -2,394 -22.6% 70,820
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.390 3.346 3.144
R3 3.280 3.236 3.113
R2 3.170 3.170 3.103
R1 3.126 3.126 3.093 3.148
PP 3.060 3.060 3.060 3.071
S1 3.016 3.016 3.073 3.038
S2 2.950 2.950 3.063
S3 2.840 2.906 3.053
S4 2.730 2.796 3.023
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.693 3.613 3.226
R3 3.481 3.401 3.167
R2 3.269 3.269 3.148
R1 3.189 3.189 3.128 3.229
PP 3.057 3.057 3.057 3.077
S1 2.977 2.977 3.090 3.017
S2 2.845 2.845 3.070
S3 2.633 2.765 3.051
S4 2.421 2.553 2.992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.137 2.925 0.212 6.9% 0.116 3.8% 75% False False 12,020
10 3.137 2.866 0.271 8.8% 0.103 3.3% 80% False False 14,407
20 3.148 2.764 0.384 12.5% 0.126 4.1% 83% False False 14,028
40 3.491 2.666 0.825 26.8% 0.118 3.8% 51% False False 9,813
60 3.927 2.666 1.261 40.9% 0.103 3.4% 33% False False 7,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.571
2.618 3.391
1.618 3.281
1.000 3.213
0.618 3.171
HIGH 3.103
0.618 3.061
0.500 3.048
0.382 3.035
LOW 2.993
0.618 2.925
1.000 2.883
1.618 2.815
2.618 2.705
4.250 2.526
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 3.071 3.073
PP 3.060 3.063
S1 3.048 3.053

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

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