NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 2.781 2.750 -0.031 -1.1% 3.280
High 2.834 2.758 -0.076 -2.7% 3.311
Low 2.758 2.648 -0.110 -4.0% 2.943
Close 2.792 2.671 -0.121 -4.3% 2.981
Range 0.076 0.110 0.034 44.7% 0.368
ATR 0.105 0.107 0.003 2.7% 0.000
Volume 16,619 14,690 -1,929 -11.6% 71,517
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.022 2.957 2.732
R3 2.912 2.847 2.701
R2 2.802 2.802 2.691
R1 2.737 2.737 2.681 2.715
PP 2.692 2.692 2.692 2.681
S1 2.627 2.627 2.661 2.605
S2 2.582 2.582 2.651
S3 2.472 2.517 2.641
S4 2.362 2.407 2.611
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 3.060 2.648 0.412 15.4% 0.104 3.9% 6% False True 17,208
10 3.368 2.648 0.720 27.0% 0.112 4.2% 3% False True 13,192
20 3.496 2.648 0.848 31.7% 0.098 3.7% 3% False True 8,214
40 3.901 2.648 1.253 46.9% 0.090 3.4% 2% False True 5,934
60 4.162 2.648 1.514 56.7% 0.088 3.3% 2% False True 4,668
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.226
2.618 3.046
1.618 2.936
1.000 2.868
0.618 2.826
HIGH 2.758
0.618 2.716
0.500 2.703
0.382 2.690
LOW 2.648
0.618 2.580
1.000 2.538
1.618 2.470
2.618 2.360
4.250 2.181
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 2.703 2.786
PP 2.692 2.747
S1 2.682 2.709

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

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