NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 2.992 2.923 -0.069 -2.3% 3.280
High 3.012 2.923 -0.089 -3.0% 3.311
Low 2.943 2.756 -0.187 -6.4% 2.943
Close 2.981 2.797 -0.184 -6.2% 2.981
Range 0.069 0.167 0.098 142.0% 0.368
ATR 0.098 0.107 0.009 9.3% 0.000
Volume 18,657 15,426 -3,231 -17.3% 71,517
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.326 3.229 2.889
R3 3.159 3.062 2.843
R2 2.992 2.992 2.828
R1 2.895 2.895 2.812 2.860
PP 2.825 2.825 2.825 2.808
S1 2.728 2.728 2.782 2.693
S2 2.658 2.658 2.766
S3 2.491 2.561 2.751
S4 2.324 2.394 2.705
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.182 3.950 3.183
R3 3.814 3.582 3.082
R2 3.446 3.446 3.048
R1 3.214 3.214 3.015 3.146
PP 3.078 3.078 3.078 3.045
S1 2.846 2.846 2.947 2.778
S2 2.710 2.710 2.914
S3 2.342 2.478 2.880
S4 1.974 2.110 2.779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.311 2.756 0.555 19.8% 0.132 4.7% 7% False True 16,344
10 3.368 2.756 0.612 21.9% 0.117 4.2% 7% False True 10,837
20 3.496 2.756 0.740 26.5% 0.095 3.4% 6% False True 6,954
40 3.901 2.756 1.145 40.9% 0.090 3.2% 4% False True 5,299
60 4.162 2.756 1.406 50.3% 0.087 3.1% 3% False True 4,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.633
2.618 3.360
1.618 3.193
1.000 3.090
0.618 3.026
HIGH 2.923
0.618 2.859
0.500 2.840
0.382 2.820
LOW 2.756
0.618 2.653
1.000 2.589
1.618 2.486
2.618 2.319
4.250 2.046
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 2.840 2.908
PP 2.825 2.871
S1 2.811 2.834

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

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