NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 3.042 3.077 0.035 1.2% 3.045
High 3.102 3.123 0.021 0.7% 3.215
Low 3.008 3.028 0.020 0.7% 2.973
Close 3.091 3.100 0.009 0.3% 3.091
Range 0.094 0.095 0.001 1.1% 0.242
ATR 0.114 0.113 -0.001 -1.2% 0.000
Volume 33,378 38,107 4,729 14.2% 123,974
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.369 3.329 3.152
R3 3.274 3.234 3.126
R2 3.179 3.179 3.117
R1 3.139 3.139 3.109 3.159
PP 3.084 3.084 3.084 3.094
S1 3.044 3.044 3.091 3.064
S2 2.989 2.989 3.083
S3 2.894 2.949 3.074
S4 2.799 2.854 3.048
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.819 3.697 3.224
R3 3.577 3.455 3.158
R2 3.335 3.335 3.135
R1 3.213 3.213 3.113 3.274
PP 3.093 3.093 3.093 3.124
S1 2.971 2.971 3.069 3.032
S2 2.851 2.851 3.047
S3 2.609 2.729 3.024
S4 2.367 2.487 2.958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.215 2.973 0.242 7.8% 0.122 3.9% 52% False False 29,303
10 3.215 2.886 0.329 10.6% 0.118 3.8% 65% False False 25,575
20 3.215 2.650 0.565 18.2% 0.111 3.6% 80% False False 23,543
40 3.215 2.650 0.565 18.2% 0.106 3.4% 80% False False 20,171
60 3.215 2.566 0.649 20.9% 0.093 3.0% 82% False False 17,180
80 3.215 2.566 0.649 20.9% 0.086 2.8% 82% False False 14,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.527
2.618 3.372
1.618 3.277
1.000 3.218
0.618 3.182
HIGH 3.123
0.618 3.087
0.500 3.076
0.382 3.064
LOW 3.028
0.618 2.969
1.000 2.933
1.618 2.874
2.618 2.779
4.250 2.624
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 3.092 3.085
PP 3.084 3.069
S1 3.076 3.054

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

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