NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 3.290 3.258 -0.032 -1.0% 3.358
High 3.298 3.375 0.077 2.3% 3.424
Low 3.245 3.241 -0.004 -0.1% 3.245
Close 3.253 3.353 0.100 3.1% 3.253
Range 0.053 0.134 0.081 152.8% 0.179
ATR 0.088 0.091 0.003 3.7% 0.000
Volume 8,658 6,246 -2,412 -27.9% 21,064
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.725 3.673 3.427
R3 3.591 3.539 3.390
R2 3.457 3.457 3.378
R1 3.405 3.405 3.365 3.431
PP 3.323 3.323 3.323 3.336
S1 3.271 3.271 3.341 3.297
S2 3.189 3.189 3.328
S3 3.055 3.137 3.316
S4 2.921 3.003 3.279
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.844 3.728 3.351
R3 3.665 3.549 3.302
R2 3.486 3.486 3.286
R1 3.370 3.370 3.269 3.339
PP 3.307 3.307 3.307 3.292
S1 3.191 3.191 3.237 3.160
S2 3.128 3.128 3.220
S3 2.949 3.012 3.204
S4 2.770 2.833 3.155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.424 3.241 0.183 5.5% 0.092 2.8% 61% False True 5,462
10 3.424 3.222 0.202 6.0% 0.087 2.6% 65% False False 5,518
20 3.500 3.222 0.278 8.3% 0.083 2.5% 47% False False 5,599
40 3.763 3.222 0.541 16.1% 0.086 2.6% 24% False False 5,183
60 3.763 3.222 0.541 16.1% 0.089 2.6% 24% False False 4,692
80 3.763 3.150 0.613 18.3% 0.087 2.6% 33% False False 4,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3.945
2.618 3.726
1.618 3.592
1.000 3.509
0.618 3.458
HIGH 3.375
0.618 3.324
0.500 3.308
0.382 3.292
LOW 3.241
0.618 3.158
1.000 3.107
1.618 3.024
2.618 2.890
4.250 2.672
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 3.338 3.342
PP 3.323 3.331
S1 3.308 3.320

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

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