NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 3.510 3.553 0.043 1.2% 3.358
High 3.561 3.566 0.005 0.1% 3.424
Low 3.449 3.462 0.013 0.4% 3.245
Close 3.560 3.533 -0.027 -0.8% 3.253
Range 0.112 0.104 -0.008 -7.1% 0.179
ATR 0.096 0.097 0.001 0.6% 0.000
Volume 19,673 12,503 -7,170 -36.4% 21,064
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.832 3.787 3.590
R3 3.728 3.683 3.562
R2 3.624 3.624 3.552
R1 3.579 3.579 3.543 3.550
PP 3.520 3.520 3.520 3.506
S1 3.475 3.475 3.523 3.446
S2 3.416 3.416 3.514
S3 3.312 3.371 3.504
S4 3.208 3.267 3.476
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 3.566 3.241 0.325 9.2% 0.110 3.1% 90% True False 11,675
10 3.566 3.241 0.325 9.2% 0.099 2.8% 90% True False 8,124
20 3.566 3.222 0.344 9.7% 0.093 2.6% 90% True False 7,001
40 3.763 3.222 0.541 15.3% 0.088 2.5% 57% False False 6,031
60 3.763 3.222 0.541 15.3% 0.091 2.6% 57% False False 5,225
80 3.763 3.150 0.613 17.4% 0.088 2.5% 62% False False 4,575
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.008
2.618 3.838
1.618 3.734
1.000 3.670
0.618 3.630
HIGH 3.566
0.618 3.526
0.500 3.514
0.382 3.502
LOW 3.462
0.618 3.398
1.000 3.358
1.618 3.294
2.618 3.190
4.250 3.020
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 3.527 3.505
PP 3.520 3.477
S1 3.514 3.450

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

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