NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 3.527 3.310 -0.217 -6.2% 3.494
High 3.530 3.335 -0.195 -5.5% 3.631
Low 3.300 3.240 -0.060 -1.8% 3.240
Close 3.323 3.277 -0.046 -1.4% 3.277
Range 0.230 0.095 -0.135 -58.7% 0.391
ATR 0.113 0.112 -0.001 -1.1% 0.000
Volume 24,745 39,974 15,229 61.5% 121,900
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.569 3.518 3.329
R3 3.474 3.423 3.303
R2 3.379 3.379 3.294
R1 3.328 3.328 3.286 3.306
PP 3.284 3.284 3.284 3.273
S1 3.233 3.233 3.268 3.211
S2 3.189 3.189 3.260
S3 3.094 3.138 3.251
S4 2.999 3.043 3.225
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.556 4.307 3.492
R3 4.165 3.916 3.385
R2 3.774 3.774 3.349
R1 3.525 3.525 3.313 3.454
PP 3.383 3.383 3.383 3.347
S1 3.134 3.134 3.241 3.063
S2 2.992 2.992 3.205
S3 2.601 2.743 3.169
S4 2.210 2.352 3.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.631 3.240 0.391 11.9% 0.128 3.9% 9% False True 24,380
10 3.631 3.240 0.391 11.9% 0.109 3.3% 9% False True 21,747
20 3.631 3.240 0.391 11.9% 0.105 3.2% 9% False True 18,895
40 3.631 2.962 0.669 20.4% 0.109 3.3% 47% False False 17,297
60 3.631 2.962 0.669 20.4% 0.104 3.2% 47% False False 15,389
80 3.631 2.909 0.722 22.0% 0.096 2.9% 51% False False 13,857
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.739
2.618 3.584
1.618 3.489
1.000 3.430
0.618 3.394
HIGH 3.335
0.618 3.299
0.500 3.288
0.382 3.276
LOW 3.240
0.618 3.181
1.000 3.145
1.618 3.086
2.618 2.991
4.250 2.836
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 3.288 3.417
PP 3.284 3.370
S1 3.281 3.324

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

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