NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 3.736 3.689 -0.047 -1.3% 3.581
High 3.750 3.706 -0.044 -1.2% 3.648
Low 3.648 3.608 -0.040 -1.1% 3.513
Close 3.690 3.653 -0.037 -1.0% 3.595
Range 0.102 0.098 -0.004 -3.9% 0.135
ATR 0.100 0.100 0.000 -0.2% 0.000
Volume 26,908 31,361 4,453 16.5% 115,541
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.950 3.899 3.707
R3 3.852 3.801 3.680
R2 3.754 3.754 3.671
R1 3.703 3.703 3.662 3.680
PP 3.656 3.656 3.656 3.644
S1 3.605 3.605 3.644 3.582
S2 3.558 3.558 3.635
S3 3.460 3.507 3.626
S4 3.362 3.409 3.599
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.990 3.928 3.669
R3 3.855 3.793 3.632
R2 3.720 3.720 3.620
R1 3.658 3.658 3.607 3.689
PP 3.585 3.585 3.585 3.601
S1 3.523 3.523 3.583 3.554
S2 3.450 3.450 3.570
S3 3.315 3.388 3.558
S4 3.180 3.253 3.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.566 0.184 5.0% 0.092 2.5% 47% False False 22,889
10 3.750 3.490 0.260 7.1% 0.087 2.4% 63% False False 24,979
20 3.750 3.400 0.350 9.6% 0.103 2.8% 72% False False 21,243
40 3.750 3.114 0.636 17.4% 0.102 2.8% 85% False False 20,353
60 3.750 3.114 0.636 17.4% 0.097 2.7% 85% False False 19,061
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 False
Stretch 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.123
2.618 3.963
1.618 3.865
1.000 3.804
0.618 3.767
HIGH 3.706
0.618 3.669
0.500 3.657
0.382 3.645
LOW 3.608
0.618 3.547
1.000 3.510
1.618 3.449
2.618 3.351
4.250 3.192
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 3.657 3.679
PP 3.656 3.670
S1 3.654 3.662

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

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