NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 3.320 3.277 -0.043 -1.3% 3.356
High 3.370 3.278 -0.092 -2.7% 3.408
Low 3.267 3.200 -0.067 -2.1% 3.200
Close 3.293 3.225 -0.068 -2.1% 3.225
Range 0.103 0.078 -0.025 -24.3% 0.208
ATR 0.098 0.097 0.000 -0.3% 0.000
Volume 34,900 37,714 2,814 8.1% 120,528
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.468 3.425 3.268
R3 3.390 3.347 3.246
R2 3.312 3.312 3.239
R1 3.269 3.269 3.232 3.252
PP 3.234 3.234 3.234 3.226
S1 3.191 3.191 3.218 3.174
S2 3.156 3.156 3.211
S3 3.078 3.113 3.204
S4 3.000 3.035 3.182
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.902 3.771 3.339
R3 3.694 3.563 3.282
R2 3.486 3.486 3.263
R1 3.355 3.355 3.244 3.317
PP 3.278 3.278 3.278 3.258
S1 3.147 3.147 3.206 3.109
S2 3.070 3.070 3.187
S3 2.862 2.939 3.168
S4 2.654 2.731 3.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.408 3.200 0.208 6.4% 0.088 2.7% 12% False True 29,522
10 3.477 3.200 0.277 8.6% 0.094 2.9% 9% False True 28,290
20 3.552 3.200 0.352 10.9% 0.091 2.8% 7% False True 28,370
40 3.750 3.200 0.550 17.1% 0.097 3.0% 5% False True 26,125
60 3.750 3.114 0.636 19.7% 0.103 3.2% 17% False False 24,098
80 3.750 3.114 0.636 19.7% 0.098 3.1% 17% False False 22,451
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.610
2.618 3.482
1.618 3.404
1.000 3.356
0.618 3.326
HIGH 3.278
0.618 3.248
0.500 3.239
0.382 3.230
LOW 3.200
0.618 3.152
1.000 3.122
1.618 3.074
2.618 2.996
4.250 2.869
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 3.239 3.296
PP 3.234 3.272
S1 3.230 3.249

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

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