NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 3.154 3.225 0.071 2.3% 3.113
High 3.234 3.255 0.021 0.6% 3.234
Low 3.135 3.144 0.009 0.3% 2.968
Close 3.219 3.233 0.014 0.4% 3.219
Range 0.099 0.111 0.012 12.1% 0.266
ATR 0.116 0.116 0.000 -0.3% 0.000
Volume 41,536 55,281 13,745 33.1% 135,807
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.544 3.499 3.294
R3 3.433 3.388 3.264
R2 3.322 3.322 3.253
R1 3.277 3.277 3.243 3.300
PP 3.211 3.211 3.211 3.222
S1 3.166 3.166 3.223 3.189
S2 3.100 3.100 3.213
S3 2.989 3.055 3.202
S4 2.878 2.944 3.172
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.938 3.845 3.365
R3 3.672 3.579 3.292
R2 3.406 3.406 3.268
R1 3.313 3.313 3.243 3.360
PP 3.140 3.140 3.140 3.164
S1 3.047 3.047 3.195 3.094
S2 2.874 2.874 3.170
S3 2.608 2.781 3.146
S4 2.342 2.515 3.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.255 2.968 0.287 8.9% 0.112 3.5% 92% True False 34,068
10 3.255 2.968 0.287 8.9% 0.115 3.5% 92% True False 30,892
20 3.321 2.968 0.353 10.9% 0.119 3.7% 75% False False 28,915
40 3.321 2.650 0.671 20.8% 0.112 3.5% 87% False False 24,590
60 3.321 2.650 0.671 20.8% 0.107 3.3% 87% False False 21,717
80 3.321 2.566 0.755 23.4% 0.095 2.9% 88% False False 18,634
100 3.321 2.566 0.755 23.4% 0.089 2.8% 88% False False 16,017
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.727
2.618 3.546
1.618 3.435
1.000 3.366
0.618 3.324
HIGH 3.255
0.618 3.213
0.500 3.200
0.382 3.186
LOW 3.144
0.618 3.075
1.000 3.033
1.618 2.964
2.618 2.853
4.250 2.672
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 3.222 3.217
PP 3.211 3.202
S1 3.200 3.186

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

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