NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 3.435 3.533 0.098 2.9% 3.460
High 3.545 3.536 -0.009 -0.3% 3.545
Low 3.423 3.469 0.046 1.3% 3.400
Close 3.536 3.514 -0.022 -0.6% 3.536
Range 0.122 0.067 -0.055 -45.1% 0.145
ATR 0.092 0.090 -0.002 -1.9% 0.000
Volume 10,306 11,741 1,435 13.9% 44,576
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.707 3.678 3.551
R3 3.640 3.611 3.532
R2 3.573 3.573 3.526
R1 3.544 3.544 3.520 3.525
PP 3.506 3.506 3.506 3.497
S1 3.477 3.477 3.508 3.458
S2 3.439 3.439 3.502
S3 3.372 3.410 3.496
S4 3.305 3.343 3.477
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.929 3.877 3.616
R3 3.784 3.732 3.576
R2 3.639 3.639 3.563
R1 3.587 3.587 3.549 3.613
PP 3.494 3.494 3.494 3.507
S1 3.442 3.442 3.523 3.468
S2 3.349 3.349 3.509
S3 3.204 3.297 3.496
S4 3.059 3.152 3.456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.545 3.400 0.145 4.1% 0.077 2.2% 79% False False 9,384
10 3.566 3.333 0.233 6.6% 0.093 2.6% 78% False False 11,549
20 3.566 3.222 0.344 9.8% 0.090 2.6% 85% False False 8,533
40 3.763 3.222 0.541 15.4% 0.091 2.6% 54% False False 7,084
60 3.763 3.222 0.541 15.4% 0.088 2.5% 54% False False 6,011
80 3.763 3.150 0.613 17.4% 0.088 2.5% 59% False False 5,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.821
2.618 3.711
1.618 3.644
1.000 3.603
0.618 3.577
HIGH 3.536
0.618 3.510
0.500 3.503
0.382 3.495
LOW 3.469
0.618 3.428
1.000 3.402
1.618 3.361
2.618 3.294
4.250 3.184
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 3.510 3.500
PP 3.506 3.486
S1 3.503 3.473

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

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