NYMEX Natural Gas Future August 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 2.818 2.778 -0.040 -1.4% 3.290
High 2.860 2.791 -0.069 -2.4% 3.330
Low 2.784 2.676 -0.108 -3.9% 2.972
Close 2.818 2.696 -0.122 -4.3% 3.007
Range 0.076 0.115 0.039 51.3% 0.358
ATR 0.099 0.102 0.003 3.1% 0.000
Volume 10,031 6,632 -3,399 -33.9% 36,864
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.066 2.996 2.759
R3 2.951 2.881 2.728
R2 2.836 2.836 2.717
R1 2.766 2.766 2.707 2.744
PP 2.721 2.721 2.721 2.710
S1 2.651 2.651 2.685 2.629
S2 2.606 2.606 2.675
S3 2.491 2.536 2.664
S4 2.376 2.421 2.633
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.177 3.950 3.204
R3 3.819 3.592 3.105
R2 3.461 3.461 3.073
R1 3.234 3.234 3.040 3.169
PP 3.103 3.103 3.103 3.070
S1 2.876 2.876 2.974 2.811
S2 2.745 2.745 2.941
S3 2.387 2.518 2.909
S4 2.029 2.160 2.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.090 2.676 0.414 15.4% 0.102 3.8% 5% False True 8,364
10 3.345 2.676 0.669 24.8% 0.102 3.8% 3% False True 6,659
20 3.522 2.676 0.846 31.4% 0.090 3.3% 2% False True 4,509
40 3.927 2.676 1.251 46.4% 0.084 3.1% 2% False True 3,484
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 0.010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.280
2.618 3.092
1.618 2.977
1.000 2.906
0.618 2.862
HIGH 2.791
0.618 2.747
0.500 2.734
0.382 2.720
LOW 2.676
0.618 2.605
1.000 2.561
1.618 2.490
2.618 2.375
4.250 2.187
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 2.734 2.813
PP 2.721 2.774
S1 2.709 2.735

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

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