NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 3.355 3.510 0.155 4.6% 3.358
High 3.478 3.561 0.083 2.4% 3.424
Low 3.333 3.449 0.116 3.5% 3.245
Close 3.472 3.560 0.088 2.5% 3.253
Range 0.145 0.112 -0.033 -22.8% 0.179
ATR 0.095 0.096 0.001 1.3% 0.000
Volume 11,295 19,673 8,378 74.2% 21,064
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.859 3.822 3.622
R3 3.747 3.710 3.591
R2 3.635 3.635 3.581
R1 3.598 3.598 3.570 3.617
PP 3.523 3.523 3.523 3.533
S1 3.486 3.486 3.550 3.505
S2 3.411 3.411 3.539
S3 3.299 3.374 3.529
S4 3.187 3.262 3.498
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 3.561 3.241 0.320 9.0% 0.111 3.1% 100% True False 10,012
10 3.561 3.222 0.339 9.5% 0.097 2.7% 100% True False 7,535
20 3.561 3.222 0.339 9.5% 0.090 2.5% 100% True False 6,635
40 3.763 3.222 0.541 15.2% 0.089 2.5% 62% False False 5,767
60 3.763 3.222 0.541 15.2% 0.090 2.5% 62% False False 5,089
80 3.763 3.150 0.613 17.2% 0.088 2.5% 67% False False 4,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.037
2.618 3.854
1.618 3.742
1.000 3.673
0.618 3.630
HIGH 3.561
0.618 3.518
0.500 3.505
0.382 3.492
LOW 3.449
0.618 3.380
1.000 3.337
1.618 3.268
2.618 3.156
4.250 2.973
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 3.542 3.507
PP 3.523 3.454
S1 3.505 3.401

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

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