NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 3.427 3.356 -0.071 -2.1% 3.618
High 3.464 3.469 0.005 0.1% 3.750
Low 3.375 3.337 -0.038 -1.1% 3.375
Close 3.409 3.454 0.045 1.3% 3.409
Range 0.089 0.132 0.043 48.3% 0.375
ATR 0.107 0.109 0.002 1.7% 0.000
Volume 34,985 17,855 -17,130 -49.0% 136,082
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.816 3.767 3.527
R3 3.684 3.635 3.490
R2 3.552 3.552 3.478
R1 3.503 3.503 3.466 3.528
PP 3.420 3.420 3.420 3.432
S1 3.371 3.371 3.442 3.396
S2 3.288 3.288 3.430
S3 3.156 3.239 3.418
S4 3.024 3.107 3.381
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.636 4.398 3.615
R3 4.261 4.023 3.512
R2 3.886 3.886 3.478
R1 3.648 3.648 3.443 3.580
PP 3.511 3.511 3.511 3.477
S1 3.273 3.273 3.375 3.205
S2 3.136 3.136 3.340
S3 2.761 2.898 3.306
S4 2.386 2.523 3.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.337 0.413 12.0% 0.121 3.5% 28% False True 27,249
10 3.750 3.337 0.413 12.0% 0.103 3.0% 28% False True 24,060
20 3.750 3.337 0.413 12.0% 0.104 3.0% 28% False True 22,361
40 3.750 3.114 0.636 18.4% 0.105 3.0% 53% False False 21,166
60 3.750 3.114 0.636 18.4% 0.100 2.9% 53% False False 19,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.030
2.618 3.815
1.618 3.683
1.000 3.601
0.618 3.551
HIGH 3.469
0.618 3.419
0.500 3.403
0.382 3.387
LOW 3.337
0.618 3.255
1.000 3.205
1.618 3.123
2.618 2.991
4.250 2.776
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 3.437 3.483
PP 3.420 3.473
S1 3.403 3.464

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

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