NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 3.290 3.329 0.039 1.2% 3.260
High 3.313 3.330 0.017 0.5% 3.390
Low 3.280 3.207 -0.073 -2.2% 3.221
Close 3.309 3.240 -0.069 -2.1% 3.343
Range 0.033 0.123 0.090 272.7% 0.169
ATR 0.083 0.086 0.003 3.4% 0.000
Volume 3,747 4,872 1,125 30.0% 13,551
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.628 3.557 3.308
R3 3.505 3.434 3.274
R2 3.382 3.382 3.263
R1 3.311 3.311 3.251 3.285
PP 3.259 3.259 3.259 3.246
S1 3.188 3.188 3.229 3.162
S2 3.136 3.136 3.217
S3 3.013 3.065 3.206
S4 2.890 2.942 3.172
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.825 3.753 3.436
R3 3.656 3.584 3.389
R2 3.487 3.487 3.374
R1 3.415 3.415 3.358 3.451
PP 3.318 3.318 3.318 3.336
S1 3.246 3.246 3.328 3.282
S2 3.149 3.149 3.312
S3 2.980 3.077 3.297
S4 2.811 2.908 3.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.390 3.207 0.183 5.6% 0.083 2.6% 18% False True 3,852
10 3.491 3.207 0.284 8.8% 0.082 2.5% 12% False True 3,031
20 3.560 3.207 0.353 10.9% 0.073 2.2% 9% False True 2,592
40 3.927 3.207 0.720 22.2% 0.076 2.4% 5% False True 2,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3.853
2.618 3.652
1.618 3.529
1.000 3.453
0.618 3.406
HIGH 3.330
0.618 3.283
0.500 3.269
0.382 3.254
LOW 3.207
0.618 3.131
1.000 3.084
1.618 3.008
2.618 2.885
4.250 2.684
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 3.269 3.275
PP 3.259 3.263
S1 3.250 3.252

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

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