NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 3.370 3.357 -0.013 -0.4% 3.444
High 3.417 3.445 0.028 0.8% 3.500
Low 3.362 3.350 -0.012 -0.4% 3.362
Close 3.392 3.443 0.051 1.5% 3.392
Range 0.055 0.095 0.040 72.7% 0.138
ATR 0.092 0.093 0.000 0.2% 0.000
Volume 8,787 4,667 -4,120 -46.9% 30,226
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.698 3.665 3.495
R3 3.603 3.570 3.469
R2 3.508 3.508 3.460
R1 3.475 3.475 3.452 3.492
PP 3.413 3.413 3.413 3.421
S1 3.380 3.380 3.434 3.397
S2 3.318 3.318 3.426
S3 3.223 3.285 3.417
S4 3.128 3.190 3.391
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.832 3.750 3.468
R3 3.694 3.612 3.430
R2 3.556 3.556 3.417
R1 3.474 3.474 3.405 3.446
PP 3.418 3.418 3.418 3.404
S1 3.336 3.336 3.379 3.308
S2 3.280 3.280 3.367
S3 3.142 3.198 3.354
S4 3.004 3.060 3.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.500 3.350 0.150 4.4% 0.078 2.3% 62% False True 5,678
10 3.678 3.350 0.328 9.5% 0.080 2.3% 28% False True 5,746
20 3.763 3.350 0.413 12.0% 0.088 2.6% 23% False True 5,324
40 3.763 3.350 0.413 12.0% 0.090 2.6% 23% False True 4,620
60 3.763 3.150 0.613 17.8% 0.087 2.5% 48% False False 3,916
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.849
2.618 3.694
1.618 3.599
1.000 3.540
0.618 3.504
HIGH 3.445
0.618 3.409
0.500 3.398
0.382 3.386
LOW 3.350
0.618 3.291
1.000 3.255
1.618 3.196
2.618 3.101
4.250 2.946
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 3.428 3.437
PP 3.413 3.431
S1 3.398 3.425

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

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