NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 3.445 3.510 0.065 1.9% 3.400
High 3.525 3.535 0.010 0.3% 3.459
Low 3.430 3.440 0.010 0.3% 3.250
Close 3.525 3.464 -0.061 -1.7% 3.451
Range 0.095 0.095 0.000 0.0% 0.209
ATR 0.105 0.104 -0.001 -0.7% 0.000
Volume 16,496 16,467 -29 -0.2% 79,262
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.765 3.709 3.516
R3 3.670 3.614 3.490
R2 3.575 3.575 3.481
R1 3.519 3.519 3.473 3.500
PP 3.480 3.480 3.480 3.470
S1 3.424 3.424 3.455 3.405
S2 3.385 3.385 3.447
S3 3.290 3.329 3.438
S4 3.195 3.234 3.412
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.014 3.941 3.566
R3 3.805 3.732 3.508
R2 3.596 3.596 3.489
R1 3.523 3.523 3.470 3.560
PP 3.387 3.387 3.387 3.405
S1 3.314 3.314 3.432 3.351
S2 3.178 3.178 3.413
S3 2.969 3.105 3.394
S4 2.760 2.896 3.336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.535 3.360 0.175 5.1% 0.088 2.5% 59% True False 21,263
10 3.535 3.250 0.285 8.2% 0.100 2.9% 75% True False 17,027
20 3.535 3.240 0.295 8.5% 0.110 3.2% 76% True False 16,484
40 3.535 2.962 0.573 16.5% 0.105 3.0% 88% True False 15,160
60 3.535 2.962 0.573 16.5% 0.101 2.9% 88% True False 13,719
80 3.535 2.909 0.626 18.1% 0.091 2.6% 89% True False 12,584
Crabel Price Patterns
NR False
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 0.020
Fibonacci Retracements and Extensions
4.250 3.939
2.618 3.784
1.618 3.689
1.000 3.630
0.618 3.594
HIGH 3.535
0.618 3.499
0.500 3.488
0.382 3.476
LOW 3.440
0.618 3.381
1.000 3.345
1.618 3.286
2.618 3.191
4.250 3.036
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 3.488 3.463
PP 3.480 3.461
S1 3.472 3.460

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

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