NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 3.384 3.281 -0.103 -3.0% 3.368
High 3.386 3.286 -0.100 -3.0% 3.477
Low 3.280 3.215 -0.065 -2.0% 3.332
Close 3.285 3.221 -0.064 -1.9% 3.350
Range 0.106 0.071 -0.035 -33.0% 0.145
ATR 0.103 0.100 -0.002 -2.2% 0.000
Volume 24,571 23,817 -754 -3.1% 137,287
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.454 3.408 3.260
R3 3.383 3.337 3.241
R2 3.312 3.312 3.234
R1 3.266 3.266 3.228 3.254
PP 3.241 3.241 3.241 3.234
S1 3.195 3.195 3.214 3.183
S2 3.170 3.170 3.208
S3 3.099 3.124 3.201
S4 3.028 3.053 3.182
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.821 3.731 3.430
R3 3.676 3.586 3.390
R2 3.531 3.531 3.377
R1 3.441 3.441 3.363 3.414
PP 3.386 3.386 3.386 3.373
S1 3.296 3.296 3.337 3.269
S2 3.241 3.241 3.323
S3 3.096 3.151 3.310
S4 2.951 3.006 3.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.477 3.215 0.262 8.1% 0.098 3.0% 2% False True 29,509
10 3.482 3.215 0.267 8.3% 0.094 2.9% 2% False True 26,217
20 3.706 3.215 0.491 15.2% 0.101 3.1% 1% False True 27,994
40 3.750 3.215 0.535 16.6% 0.102 3.2% 1% False True 24,081
60 3.750 3.114 0.636 19.7% 0.101 3.1% 17% False False 22,548
80 3.750 3.114 0.636 19.7% 0.098 3.0% 17% False False 21,019
Crabel Price Patterns
NR True
NR4 True
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.588
2.618 3.472
1.618 3.401
1.000 3.357
0.618 3.330
HIGH 3.286
0.618 3.259
0.500 3.251
0.382 3.242
LOW 3.215
0.618 3.171
1.000 3.144
1.618 3.100
2.618 3.029
4.250 2.913
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 3.251 3.346
PP 3.241 3.304
S1 3.231 3.263

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

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