NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 3.330 3.358 0.028 0.8% 3.385
High 3.385 3.424 0.039 1.2% 3.401
Low 3.308 3.325 0.017 0.5% 3.222
Close 3.375 3.398 0.023 0.7% 3.375
Range 0.077 0.099 0.022 28.6% 0.179
ATR 0.089 0.089 0.001 0.8% 0.000
Volume 5,491 3,864 -1,627 -29.6% 27,876
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.679 3.638 3.452
R3 3.580 3.539 3.425
R2 3.481 3.481 3.416
R1 3.440 3.440 3.407 3.461
PP 3.382 3.382 3.382 3.393
S1 3.341 3.341 3.389 3.362
S2 3.283 3.283 3.380
S3 3.184 3.242 3.371
S4 3.085 3.143 3.344
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.870 3.801 3.473
R3 3.691 3.622 3.424
R2 3.512 3.512 3.408
R1 3.443 3.443 3.391 3.388
PP 3.333 3.333 3.333 3.305
S1 3.264 3.264 3.359 3.209
S2 3.154 3.154 3.342
S3 2.975 3.085 3.326
S4 2.796 2.906 3.277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.424 3.222 0.202 5.9% 0.082 2.4% 87% True False 5,354
10 3.478 3.222 0.256 7.5% 0.086 2.5% 69% False False 5,364
20 3.678 3.222 0.456 13.4% 0.083 2.4% 39% False False 5,555
40 3.763 3.222 0.541 15.9% 0.086 2.5% 33% False False 5,006
60 3.763 3.150 0.613 18.0% 0.089 2.6% 40% False False 4,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.845
2.618 3.683
1.618 3.584
1.000 3.523
0.618 3.485
HIGH 3.424
0.618 3.386
0.500 3.375
0.382 3.363
LOW 3.325
0.618 3.264
1.000 3.226
1.618 3.165
2.618 3.066
4.250 2.904
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 3.390 3.381
PP 3.382 3.364
S1 3.375 3.348

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

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