NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 3.357 3.420 0.063 1.9% 3.240
High 3.445 3.440 -0.005 -0.1% 3.374
Low 3.342 3.345 0.003 0.1% 3.114
Close 3.369 3.385 0.016 0.5% 3.320
Range 0.103 0.095 -0.008 -7.8% 0.260
ATR 0.098 0.098 0.000 -0.2% 0.000
Volume 20,010 20,575 565 2.8% 99,958
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.675 3.625 3.437
R3 3.580 3.530 3.411
R2 3.485 3.485 3.402
R1 3.435 3.435 3.394 3.413
PP 3.390 3.390 3.390 3.379
S1 3.340 3.340 3.376 3.318
S2 3.295 3.295 3.368
S3 3.200 3.245 3.359
S4 3.105 3.150 3.333
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 3.445 3.291 0.154 4.5% 0.102 3.0% 61% False False 24,158
10 3.445 3.114 0.331 9.8% 0.102 3.0% 82% False False 20,751
20 3.538 3.114 0.424 12.5% 0.094 2.8% 64% False False 18,125
40 3.620 3.114 0.506 14.9% 0.091 2.7% 54% False False 16,723
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.844
2.618 3.689
1.618 3.594
1.000 3.535
0.618 3.499
HIGH 3.440
0.618 3.404
0.500 3.393
0.382 3.381
LOW 3.345
0.618 3.286
1.000 3.250
1.618 3.191
2.618 3.096
4.250 2.941
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 3.393 3.387
PP 3.390 3.386
S1 3.388 3.386

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

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