NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 3.329 3.232 -0.097 -2.9% 3.260
High 3.330 3.232 -0.098 -2.9% 3.390
Low 3.207 3.044 -0.163 -5.1% 3.221
Close 3.240 3.086 -0.154 -4.8% 3.343
Range 0.123 0.188 0.065 52.8% 0.169
ATR 0.086 0.094 0.008 9.2% 0.000
Volume 4,872 8,213 3,341 68.6% 13,551
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.685 3.573 3.189
R3 3.497 3.385 3.138
R2 3.309 3.309 3.120
R1 3.197 3.197 3.103 3.159
PP 3.121 3.121 3.121 3.102
S1 3.009 3.009 3.069 2.971
S2 2.933 2.933 3.052
S3 2.745 2.821 3.034
S4 2.557 2.633 2.983
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 3.345 3.044 0.301 9.8% 0.101 3.3% 14% False True 4,953
10 3.449 3.044 0.405 13.1% 0.094 3.0% 10% False True 3,719
20 3.560 3.044 0.516 16.7% 0.080 2.6% 8% False True 2,867
40 3.927 3.044 0.883 28.6% 0.080 2.6% 5% False True 2,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 42 trading days
Fibonacci Retracements and Extensions
4.250 4.031
2.618 3.724
1.618 3.536
1.000 3.420
0.618 3.348
HIGH 3.232
0.618 3.160
0.500 3.138
0.382 3.116
LOW 3.044
0.618 2.928
1.000 2.856
1.618 2.740
2.618 2.552
4.250 2.245
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 3.138 3.187
PP 3.121 3.153
S1 3.103 3.120

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

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