NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 3.381 3.450 0.069 2.0% 3.400
High 3.459 3.480 0.021 0.6% 3.459
Low 3.362 3.385 0.023 0.7% 3.250
Close 3.451 3.463 0.012 0.3% 3.451
Range 0.097 0.095 -0.002 -2.1% 0.209
ATR 0.107 0.106 -0.001 -0.8% 0.000
Volume 27,111 25,528 -1,583 -5.8% 79,262
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.728 3.690 3.515
R3 3.633 3.595 3.489
R2 3.538 3.538 3.480
R1 3.500 3.500 3.472 3.519
PP 3.443 3.443 3.443 3.452
S1 3.405 3.405 3.454 3.424
S2 3.348 3.348 3.446
S3 3.253 3.310 3.437
S4 3.158 3.215 3.411
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.014 3.941 3.566
R3 3.805 3.732 3.508
R2 3.596 3.596 3.489
R1 3.523 3.523 3.470 3.560
PP 3.387 3.387 3.387 3.405
S1 3.314 3.314 3.432 3.351
S2 3.178 3.178 3.413
S3 2.969 3.105 3.394
S4 2.760 2.896 3.336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.480 3.250 0.230 6.6% 0.096 2.8% 93% True False 18,772
10 3.480 3.250 0.230 6.6% 0.103 3.0% 93% True False 16,613
20 3.526 3.240 0.286 8.3% 0.111 3.2% 78% False False 16,097
40 3.526 2.962 0.564 16.3% 0.105 3.0% 89% False False 14,953
60 3.526 2.962 0.564 16.3% 0.101 2.9% 89% False False 13,518
80 3.526 2.909 0.617 17.8% 0.091 2.6% 90% False False 12,322
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.884
2.618 3.729
1.618 3.634
1.000 3.575
0.618 3.539
HIGH 3.480
0.618 3.444
0.500 3.433
0.382 3.421
LOW 3.385
0.618 3.326
1.000 3.290
1.618 3.231
2.618 3.136
4.250 2.981
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 3.453 3.449
PP 3.443 3.434
S1 3.433 3.420

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

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