NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 3.253 3.233 -0.020 -0.6% 3.225
High 3.267 3.380 0.113 3.5% 3.305
Low 3.171 3.229 0.058 1.8% 3.144
Close 3.208 3.370 0.162 5.0% 3.208
Range 0.096 0.151 0.055 57.3% 0.161
ATR 0.111 0.116 0.004 3.9% 0.000
Volume 30,128 23,545 -6,583 -21.9% 172,596
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.779 3.726 3.453
R3 3.628 3.575 3.412
R2 3.477 3.477 3.398
R1 3.424 3.424 3.384 3.451
PP 3.326 3.326 3.326 3.340
S1 3.273 3.273 3.356 3.300
S2 3.175 3.175 3.342
S3 3.024 3.122 3.328
S4 2.873 2.971 3.287
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.702 3.616 3.297
R3 3.541 3.455 3.252
R2 3.380 3.380 3.238
R1 3.294 3.294 3.223 3.257
PP 3.219 3.219 3.219 3.200
S1 3.133 3.133 3.193 3.096
S2 3.058 3.058 3.178
S3 2.897 2.972 3.164
S4 2.736 2.811 3.119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.380 3.171 0.209 6.2% 0.110 3.3% 95% True False 28,172
10 3.380 2.968 0.412 12.2% 0.111 3.3% 98% True False 31,120
20 3.380 2.968 0.412 12.2% 0.116 3.4% 98% True False 29,760
40 3.380 2.650 0.730 21.7% 0.114 3.4% 99% True False 26,116
60 3.380 2.650 0.730 21.7% 0.109 3.2% 99% True False 22,956
80 3.380 2.566 0.814 24.2% 0.098 2.9% 99% True False 19,902
100 3.380 2.566 0.814 24.2% 0.092 2.7% 99% True False 17,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.022
2.618 3.775
1.618 3.624
1.000 3.531
0.618 3.473
HIGH 3.380
0.618 3.322
0.500 3.305
0.382 3.287
LOW 3.229
0.618 3.136
1.000 3.078
1.618 2.985
2.618 2.834
4.250 2.587
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 3.348 3.339
PP 3.326 3.307
S1 3.305 3.276

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

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