NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 3.322 3.430 0.108 3.3% 3.240
High 3.421 3.430 0.009 0.3% 3.374
Low 3.295 3.328 0.033 1.0% 3.114
Close 3.404 3.362 -0.042 -1.2% 3.320
Range 0.126 0.102 -0.024 -19.0% 0.260
ATR 0.097 0.097 0.000 0.4% 0.000
Volume 17,679 25,690 8,011 45.3% 99,958
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.679 3.623 3.418
R3 3.577 3.521 3.390
R2 3.475 3.475 3.381
R1 3.419 3.419 3.371 3.396
PP 3.373 3.373 3.373 3.362
S1 3.317 3.317 3.353 3.294
S2 3.271 3.271 3.343
S3 3.169 3.215 3.334
S4 3.067 3.113 3.306
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 4.049 3.945 3.463
R3 3.789 3.685 3.392
R2 3.529 3.529 3.368
R1 3.425 3.425 3.344 3.477
PP 3.269 3.269 3.269 3.296
S1 3.165 3.165 3.296 3.217
S2 3.009 3.009 3.272
S3 2.749 2.905 3.249
S4 2.489 2.645 3.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.430 3.114 0.316 9.4% 0.118 3.5% 78% True False 22,001
10 3.430 3.114 0.316 9.4% 0.099 2.9% 78% True False 18,877
20 3.570 3.114 0.456 13.6% 0.092 2.7% 54% False False 18,201
40 3.620 3.107 0.513 15.3% 0.089 2.7% 50% False False 16,440
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 True
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.864
2.618 3.697
1.618 3.595
1.000 3.532
0.618 3.493
HIGH 3.430
0.618 3.391
0.500 3.379
0.382 3.367
LOW 3.328
0.618 3.265
1.000 3.226
1.618 3.163
2.618 3.061
4.250 2.895
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 3.379 3.362
PP 3.373 3.361
S1 3.368 3.361

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

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