NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 3.357 3.470 0.113 3.4% 3.444
High 3.445 3.478 0.033 1.0% 3.500
Low 3.350 3.360 0.010 0.3% 3.362
Close 3.443 3.409 -0.034 -1.0% 3.392
Range 0.095 0.118 0.023 24.2% 0.138
ATR 0.093 0.094 0.002 2.0% 0.000
Volume 4,667 4,661 -6 -0.1% 30,226
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.770 3.707 3.474
R3 3.652 3.589 3.441
R2 3.534 3.534 3.431
R1 3.471 3.471 3.420 3.444
PP 3.416 3.416 3.416 3.402
S1 3.353 3.353 3.398 3.326
S2 3.298 3.298 3.387
S3 3.180 3.235 3.377
S4 3.062 3.117 3.344
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% 0.087 2.5% 39% False False 5,863
10 3.678 3.350 0.328 9.6% 0.082 2.4% 18% False False 5,864
20 3.763 3.350 0.413 12.1% 0.090 2.6% 14% False False 5,285
40 3.763 3.350 0.413 12.1% 0.091 2.7% 14% False False 4,609
60 3.763 3.150 0.613 18.0% 0.088 2.6% 42% False False 3,952
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 0.010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.980
2.618 3.787
1.618 3.669
1.000 3.596
0.618 3.551
HIGH 3.478
0.618 3.433
0.500 3.419
0.382 3.405
LOW 3.360
0.618 3.287
1.000 3.242
1.618 3.169
2.618 3.051
4.250 2.859
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 3.419 3.414
PP 3.416 3.412
S1 3.412 3.411

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

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