NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 3.579 3.636 0.057 1.6% 3.585
High 3.656 3.636 -0.020 -0.5% 3.665
Low 3.579 3.587 0.008 0.2% 3.522
Close 3.648 3.610 -0.038 -1.0% 3.610
Range 0.077 0.049 -0.028 -36.4% 0.143
ATR 0.088 0.087 -0.002 -2.2% 0.000
Volume 3,050 3,361 311 10.2% 20,231
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.758 3.733 3.637
R3 3.709 3.684 3.623
R2 3.660 3.660 3.619
R1 3.635 3.635 3.614 3.623
PP 3.611 3.611 3.611 3.605
S1 3.586 3.586 3.606 3.574
S2 3.562 3.562 3.601
S3 3.513 3.537 3.597
S4 3.464 3.488 3.583
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.028 3.962 3.689
R3 3.885 3.819 3.649
R2 3.742 3.742 3.636
R1 3.676 3.676 3.623 3.709
PP 3.599 3.599 3.599 3.616
S1 3.533 3.533 3.597 3.566
S2 3.456 3.456 3.584
S3 3.313 3.390 3.571
S4 3.170 3.247 3.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.665 3.522 0.143 4.0% 0.074 2.1% 62% False False 4,046
10 3.665 3.464 0.201 5.6% 0.075 2.1% 73% False False 3,947
20 3.670 3.431 0.239 6.6% 0.084 2.3% 75% False False 3,864
40 3.670 3.150 0.520 14.4% 0.084 2.3% 88% False False 3,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.844
2.618 3.764
1.618 3.715
1.000 3.685
0.618 3.666
HIGH 3.636
0.618 3.617
0.500 3.612
0.382 3.606
LOW 3.587
0.618 3.557
1.000 3.538
1.618 3.508
2.618 3.459
4.250 3.379
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 3.612 3.622
PP 3.611 3.618
S1 3.611 3.614

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

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