NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 3.028 3.171 0.143 4.7% 3.210
High 3.151 3.171 0.020 0.6% 3.210
Low 3.027 2.995 -0.032 -1.1% 2.820
Close 3.125 3.001 -0.124 -4.0% 3.048
Range 0.124 0.176 0.052 41.9% 0.390
ATR 0.159 0.160 0.001 0.8% 0.000
Volume 30,306 25,575 -4,731 -15.6% 123,535
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 3.584 3.468 3.098
R3 3.408 3.292 3.049
R2 3.232 3.232 3.033
R1 3.116 3.116 3.017 3.086
PP 3.056 3.056 3.056 3.041
S1 2.940 2.940 2.985 2.910
S2 2.880 2.880 2.969
S3 2.704 2.764 2.953
S4 2.528 2.588 2.904
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 4.196 4.012 3.263
R3 3.806 3.622 3.155
R2 3.416 3.416 3.120
R1 3.232 3.232 3.084 3.129
PP 3.026 3.026 3.026 2.975
S1 2.842 2.842 3.012 2.739
S2 2.636 2.636 2.977
S3 2.246 2.452 2.941
S4 1.856 2.062 2.834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.171 2.820 0.351 11.7% 0.150 5.0% 52% True False 27,851
10 3.210 2.820 0.390 13.0% 0.158 5.3% 46% False False 26,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.919
2.618 3.632
1.618 3.456
1.000 3.347
0.618 3.280
HIGH 3.171
0.618 3.104
0.500 3.083
0.382 3.062
LOW 2.995
0.618 2.886
1.000 2.819
1.618 2.710
2.618 2.534
4.250 2.247
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 3.083 3.077
PP 3.056 3.051
S1 3.028 3.026

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

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