NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 3.182 3.230 0.048 1.5% 3.077
High 3.239 3.321 0.082 2.5% 3.321
Low 3.162 3.033 -0.129 -4.1% 3.028
Close 3.209 3.051 -0.158 -4.9% 3.051
Range 0.077 0.288 0.211 274.0% 0.293
ATR 0.108 0.121 0.013 11.9% 0.000
Volume 23,204 21,509 -1,695 -7.3% 102,444
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.999 3.813 3.209
R3 3.711 3.525 3.130
R2 3.423 3.423 3.104
R1 3.237 3.237 3.077 3.186
PP 3.135 3.135 3.135 3.110
S1 2.949 2.949 3.025 2.898
S2 2.847 2.847 2.998
S3 2.559 2.661 2.972
S4 2.271 2.373 2.893
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.012 3.825 3.212
R3 3.719 3.532 3.132
R2 3.426 3.426 3.105
R1 3.239 3.239 3.078 3.186
PP 3.133 3.133 3.133 3.107
S1 2.946 2.946 3.024 2.893
S2 2.840 2.840 2.997
S3 2.547 2.653 2.970
S4 2.254 2.360 2.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.321 3.008 0.313 10.3% 0.127 4.2% 14% True False 27,164
10 3.321 2.920 0.401 13.1% 0.127 4.2% 33% True False 26,033
20 3.321 2.650 0.671 22.0% 0.120 3.9% 60% True False 24,987
40 3.321 2.650 0.671 22.0% 0.110 3.6% 60% True False 20,798
60 3.321 2.566 0.755 24.7% 0.097 3.2% 64% True False 17,717
80 3.321 2.566 0.755 24.7% 0.089 2.9% 64% True False 14,877
100 3.364 2.566 0.798 26.2% 0.088 2.9% 61% False False 13,091
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 0.047
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 4.545
2.618 4.075
1.618 3.787
1.000 3.609
0.618 3.499
HIGH 3.321
0.618 3.211
0.500 3.177
0.382 3.143
LOW 3.033
0.618 2.855
1.000 2.745
1.618 2.567
2.618 2.279
4.250 1.809
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 3.177 3.177
PP 3.135 3.135
S1 3.093 3.093

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

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