NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 3.123 3.018 -0.105 -3.4% 3.077
High 3.156 3.098 -0.058 -1.8% 3.321
Low 3.005 2.996 -0.009 -0.3% 3.028
Close 3.010 3.094 0.084 2.8% 3.051
Range 0.151 0.102 -0.049 -32.5% 0.293
ATR 0.121 0.119 -0.001 -1.1% 0.000
Volume 24,559 31,847 7,288 29.7% 102,444
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.369 3.333 3.150
R3 3.267 3.231 3.122
R2 3.165 3.165 3.113
R1 3.129 3.129 3.103 3.147
PP 3.063 3.063 3.063 3.072
S1 3.027 3.027 3.085 3.045
S2 2.961 2.961 3.075
S3 2.859 2.925 3.066
S4 2.757 2.823 3.038
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 2.996 0.325 10.5% 0.140 4.5% 30% False True 28,817
10 3.321 2.973 0.348 11.2% 0.131 4.2% 35% False False 28,855
20 3.321 2.650 0.671 21.7% 0.126 4.1% 66% False False 26,451
40 3.321 2.650 0.671 21.7% 0.112 3.6% 66% False False 21,282
60 3.321 2.566 0.755 24.4% 0.100 3.2% 70% False False 18,750
80 3.321 2.566 0.755 24.4% 0.090 2.9% 70% False False 15,884
100 3.364 2.566 0.798 25.8% 0.089 2.9% 66% False False 13,881
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.532
2.618 3.365
1.618 3.263
1.000 3.200
0.618 3.161
HIGH 3.098
0.618 3.059
0.500 3.047
0.382 3.035
LOW 2.996
0.618 2.933
1.000 2.894
1.618 2.831
2.618 2.729
4.250 2.563
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 3.078 3.088
PP 3.063 3.082
S1 3.047 3.076

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

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