NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 2.778 2.680 -0.098 -3.5% 2.950
High 2.791 2.785 -0.006 -0.2% 2.950
Low 2.676 2.666 -0.010 -0.4% 2.666
Close 2.696 2.758 0.062 2.3% 2.758
Range 0.115 0.119 0.004 3.5% 0.284
ATR 0.102 0.103 0.001 1.2% 0.000
Volume 6,632 5,182 -1,450 -21.9% 26,974
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.093 3.045 2.823
R3 2.974 2.926 2.791
R2 2.855 2.855 2.780
R1 2.807 2.807 2.769 2.831
PP 2.736 2.736 2.736 2.749
S1 2.688 2.688 2.747 2.712
S2 2.617 2.617 2.736
S3 2.498 2.569 2.725
S4 2.379 2.450 2.693
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.643 3.485 2.914
R3 3.359 3.201 2.836
R2 3.075 3.075 2.810
R1 2.917 2.917 2.784 2.854
PP 2.791 2.791 2.791 2.760
S1 2.633 2.633 2.732 2.570
S2 2.507 2.507 2.706
S3 2.223 2.349 2.680
S4 1.939 2.065 2.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.034 2.666 0.368 13.3% 0.107 3.9% 25% False True 6,864
10 3.343 2.666 0.677 24.5% 0.103 3.7% 14% False True 6,792
20 3.522 2.666 0.856 31.0% 0.093 3.4% 11% False True 4,697
40 3.927 2.666 1.261 45.7% 0.084 3.0% 7% False True 3,560
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 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.291
2.618 3.097
1.618 2.978
1.000 2.904
0.618 2.859
HIGH 2.785
0.618 2.740
0.500 2.726
0.382 2.711
LOW 2.666
0.618 2.592
1.000 2.547
1.618 2.473
2.618 2.354
4.250 2.160
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 2.747 2.763
PP 2.736 2.761
S1 2.726 2.760

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

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