NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 3.300 3.299 -0.001 0.0% 3.302
High 3.344 3.430 0.086 2.6% 3.423
Low 3.250 3.296 0.046 1.4% 3.255
Close 3.316 3.404 0.088 2.7% 3.399
Range 0.094 0.134 0.040 42.6% 0.168
ATR 0.109 0.111 0.002 1.6% 0.000
Volume 10,358 10,150 -208 -2.0% 81,183
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.779 3.725 3.478
R3 3.645 3.591 3.441
R2 3.511 3.511 3.429
R1 3.457 3.457 3.416 3.484
PP 3.377 3.377 3.377 3.390
S1 3.323 3.323 3.392 3.350
S2 3.243 3.243 3.379
S3 3.109 3.189 3.367
S4 2.975 3.055 3.330
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.863 3.799 3.491
R3 3.695 3.631 3.445
R2 3.527 3.527 3.430
R1 3.463 3.463 3.414 3.495
PP 3.359 3.359 3.359 3.375
S1 3.295 3.295 3.384 3.327
S2 3.191 3.191 3.368
S3 3.023 3.127 3.353
S4 2.855 2.959 3.307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.430 3.250 0.180 5.3% 0.112 3.3% 86% True False 12,792
10 3.526 3.250 0.276 8.1% 0.119 3.5% 56% False False 13,107
20 3.526 3.193 0.333 9.8% 0.114 3.4% 63% False False 15,138
40 3.526 2.962 0.564 16.6% 0.105 3.1% 78% False False 13,924
60 3.526 2.955 0.571 16.8% 0.101 3.0% 79% False False 12,812
80 3.526 2.909 0.617 18.1% 0.089 2.6% 80% False False 11,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.000
2.618 3.781
1.618 3.647
1.000 3.564
0.618 3.513
HIGH 3.430
0.618 3.379
0.500 3.363
0.382 3.347
LOW 3.296
0.618 3.213
1.000 3.162
1.618 3.079
2.618 2.945
4.250 2.727
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 3.390 3.383
PP 3.377 3.361
S1 3.363 3.340

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

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