NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 3.232 3.242 0.010 0.3% 3.255
High 3.300 3.267 -0.033 -1.0% 3.358
Low 3.221 3.216 -0.005 -0.2% 3.221
Close 3.284 3.223 -0.061 -1.9% 3.284
Range 0.079 0.051 -0.028 -35.4% 0.137
ATR 0.086 0.084 -0.001 -1.5% 0.000
Volume 2,466 2,107 -359 -14.6% 11,106
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.388 3.357 3.251
R3 3.337 3.306 3.237
R2 3.286 3.286 3.232
R1 3.255 3.255 3.228 3.245
PP 3.235 3.235 3.235 3.231
S1 3.204 3.204 3.218 3.194
S2 3.184 3.184 3.214
S3 3.133 3.153 3.209
S4 3.082 3.102 3.195
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.699 3.628 3.359
R3 3.562 3.491 3.322
R2 3.425 3.425 3.309
R1 3.354 3.354 3.297 3.390
PP 3.288 3.288 3.288 3.305
S1 3.217 3.217 3.271 3.253
S2 3.151 3.151 3.259
S3 3.014 3.080 3.246
S4 2.877 2.943 3.209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.358 3.216 0.142 4.4% 0.064 2.0% 5% False True 1,844
10 3.420 3.216 0.204 6.3% 0.072 2.2% 3% False True 2,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.484
2.618 3.401
1.618 3.350
1.000 3.318
0.618 3.299
HIGH 3.267
0.618 3.248
0.500 3.242
0.382 3.235
LOW 3.216
0.618 3.184
1.000 3.165
1.618 3.133
2.618 3.082
4.250 2.999
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 3.242 3.269
PP 3.235 3.253
S1 3.229 3.238

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

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