NYMEX Natural Gas Future December 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 3.513 3.494 -0.019 -0.5% 3.450
High 3.519 3.605 0.086 2.4% 3.535
Low 3.437 3.489 0.052 1.5% 3.385
Close 3.468 3.602 0.134 3.9% 3.468
Range 0.082 0.116 0.034 41.5% 0.150
ATR 0.101 0.104 0.003 2.5% 0.000
Volume 17,088 15,192 -1,896 -11.1% 95,573
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.913 3.874 3.666
R3 3.797 3.758 3.634
R2 3.681 3.681 3.623
R1 3.642 3.642 3.613 3.662
PP 3.565 3.565 3.565 3.575
S1 3.526 3.526 3.591 3.546
S2 3.449 3.449 3.581
S3 3.333 3.410 3.570
S4 3.217 3.294 3.538
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.913 3.840 3.551
R3 3.763 3.690 3.509
R2 3.613 3.613 3.496
R1 3.540 3.540 3.482 3.577
PP 3.463 3.463 3.463 3.481
S1 3.390 3.390 3.454 3.427
S2 3.313 3.313 3.441
S3 3.163 3.240 3.427
S4 3.013 3.090 3.386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.605 3.430 0.175 4.9% 0.094 2.6% 98% True False 17,047
10 3.605 3.250 0.355 9.9% 0.095 2.6% 99% True False 17,910
20 3.605 3.250 0.355 9.9% 0.104 2.9% 99% True False 16,160
40 3.605 2.962 0.643 17.9% 0.105 2.9% 100% True False 15,564
60 3.605 2.962 0.643 17.9% 0.101 2.8% 100% True False 14,105
80 3.605 2.909 0.696 19.3% 0.092 2.6% 100% True False 12,963
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 0.017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.098
2.618 3.909
1.618 3.793
1.000 3.721
0.618 3.677
HIGH 3.605
0.618 3.561
0.500 3.547
0.382 3.533
LOW 3.489
0.618 3.417
1.000 3.373
1.618 3.301
2.618 3.185
4.250 2.996
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 3.584 3.575
PP 3.565 3.548
S1 3.547 3.521

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

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