NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 3.510 3.440 -0.070 -2.0% 3.400
High 3.535 3.520 -0.015 -0.4% 3.459
Low 3.440 3.440 0.000 0.0% 3.250
Close 3.464 3.516 0.052 1.5% 3.451
Range 0.095 0.080 -0.015 -15.8% 0.209
ATR 0.104 0.103 -0.002 -1.7% 0.000
Volume 16,467 19,994 3,527 21.4% 79,262
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.732 3.704 3.560
R3 3.652 3.624 3.538
R2 3.572 3.572 3.531
R1 3.544 3.544 3.523 3.558
PP 3.492 3.492 3.492 3.499
S1 3.464 3.464 3.509 3.478
S2 3.412 3.412 3.501
S3 3.332 3.384 3.494
S4 3.252 3.304 3.472
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 3.362 0.173 4.9% 0.092 2.6% 89% False False 21,119
10 3.535 3.250 0.285 8.1% 0.092 2.6% 93% False False 17,753
20 3.535 3.240 0.295 8.4% 0.106 3.0% 94% False False 16,998
40 3.535 2.962 0.573 16.3% 0.104 3.0% 97% False False 15,469
60 3.535 2.962 0.573 16.3% 0.101 2.9% 97% False False 13,903
80 3.535 2.909 0.626 17.8% 0.091 2.6% 97% False False 12,741
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.860
2.618 3.729
1.618 3.649
1.000 3.600
0.618 3.569
HIGH 3.520
0.618 3.489
0.500 3.480
0.382 3.471
LOW 3.440
0.618 3.391
1.000 3.360
1.618 3.311
2.618 3.231
4.250 3.100
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 3.504 3.505
PP 3.492 3.494
S1 3.480 3.483

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

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