NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 3.242 3.280 0.038 1.2% 3.237
High 3.327 3.288 -0.039 -1.2% 3.368
Low 3.242 3.250 0.008 0.2% 3.190
Close 3.316 3.283 -0.033 -1.0% 3.316
Range 0.085 0.038 -0.047 -55.3% 0.178
ATR 0.091 0.089 -0.002 -2.0% 0.000
Volume 6,863 5,222 -1,641 -23.9% 21,433
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.388 3.373 3.304
R3 3.350 3.335 3.293
R2 3.312 3.312 3.290
R1 3.297 3.297 3.286 3.305
PP 3.274 3.274 3.274 3.277
S1 3.259 3.259 3.280 3.267
S2 3.236 3.236 3.276
S3 3.198 3.221 3.273
S4 3.160 3.183 3.262
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.749 3.414
R3 3.647 3.571 3.365
R2 3.469 3.469 3.349
R1 3.393 3.393 3.332 3.431
PP 3.291 3.291 3.291 3.311
S1 3.215 3.215 3.300 3.253
S2 3.113 3.113 3.283
S3 2.935 3.037 3.267
S4 2.757 2.859 3.218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.368 3.190 0.178 5.4% 0.103 3.1% 52% False False 5,331
10 3.460 3.190 0.270 8.2% 0.087 2.6% 34% False False 4,098
20 3.651 3.190 0.461 14.0% 0.079 2.4% 20% False False 4,037
40 3.902 3.190 0.712 21.7% 0.081 2.5% 13% False False 3,654
60 4.201 3.190 1.011 30.8% 0.084 2.6% 9% False False 3,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3.450
2.618 3.387
1.618 3.349
1.000 3.326
0.618 3.311
HIGH 3.288
0.618 3.273
0.500 3.269
0.382 3.265
LOW 3.250
0.618 3.227
1.000 3.212
1.618 3.189
2.618 3.151
4.250 3.089
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 3.278 3.291
PP 3.274 3.288
S1 3.269 3.286

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

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