NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	3.490	3.302	-0.188	-5.4%	3.343
High	3.526	3.388	-0.138	-3.9%	3.526
Low	3.282	3.302	0.020	0.6%	3.282
Close	3.299	3.381	0.082	2.5%	3.299
Range	0.244	0.086	-0.158	-64.8%	0.244
ATR	0.113	0.111	-0.002	-1.5%	0.000
Volume	10,534	19,835	9,301	88.3%	52,009

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.615	3.584	3.428
R3	3.529	3.498	3.405
R2	3.443	3.443	3.397
R1	3.412	3.412	3.389	3.428
PP	3.357	3.357	3.357	3.365
S1	3.326	3.326	3.373	3.342
S2	3.271	3.271	3.365
S3	3.185	3.240	3.357
S4	3.099	3.154	3.334

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.101	3.944	3.433
R3	3.857	3.700	3.366
R2	3.613	3.613	3.344
R1	3.456	3.456	3.321	3.413
PP	3.369	3.369	3.369	3.347
S1	3.212	3.212	3.277	3.169
S2	3.125	3.125	3.254
S3	2.881	2.968	3.232
S4	2.637	2.724	3.165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.526	3.282	0.244	7.2%	0.117	3.5%	41%	False	False	14,368
10	3.526	3.240	0.286	8.5%	0.118	3.5%	49%	False	False	15,581
20	3.526	2.962	0.564	16.7%	0.113	3.3%	74%	False	False	15,733
40	3.526	2.962	0.564	16.7%	0.104	3.1%	74%	False	False	13,810
60	3.526	2.909	0.617	18.2%	0.093	2.7%	76%	False	False	12,335
80	3.526	2.909	0.617	18.2%	0.086	2.5%	76%	False	False	10,935

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.754
2.618	3.613
1.618	3.527
1.000	3.474
0.618	3.441
HIGH	3.388
0.618	3.355
0.500	3.345
0.382	3.335
LOW	3.302
0.618	3.249
1.000	3.216
1.618	3.163
2.618	3.077
4.250	2.937

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	3.369	3.404
PP	3.357	3.396
S1	3.345	3.389

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols