NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	3.512	3.450	-0.062	-1.8%	3.322
High	3.605	3.535	-0.070	-1.9%	3.445
Low	3.444	3.394	-0.050	-1.5%	3.295
Close	3.476	3.430	-0.046	-1.3%	3.427
Range	0.161	0.141	-0.020	-12.4%	0.150
ATR	0.100	0.103	0.003	2.9%	0.000
Volume	14,473	35,110	20,637	142.6%	110,659

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.876	3.794	3.508
R3	3.735	3.653	3.469
R2	3.594	3.594	3.456
R1	3.512	3.512	3.443	3.483
PP	3.453	3.453	3.453	3.438
S1	3.371	3.371	3.417	3.342
S2	3.312	3.312	3.404
S3	3.171	3.230	3.391
S4	3.030	3.089	3.352

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.839	3.783	3.510
R3	3.689	3.633	3.468
R2	3.539	3.539	3.455
R1	3.483	3.483	3.441	3.511
PP	3.389	3.389	3.389	3.403
S1	3.333	3.333	3.413	3.361
S2	3.239	3.239	3.400
S3	3.089	3.183	3.386
S4	2.939	3.033	3.345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.605	3.340	0.265	7.7%	0.114	3.3%	34%	False	False	21,391
10	3.605	3.291	0.314	9.2%	0.108	3.1%	44%	False	False	22,775
20	3.605	3.114	0.491	14.3%	0.098	2.9%	64%	False	False	19,323
40	3.620	3.114	0.506	14.8%	0.094	2.7%	62%	False	False	17,538

Crabel Price Patterns
NR	True
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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.134
2.618	3.904
1.618	3.763
1.000	3.676
0.618	3.622
HIGH	3.535
0.618	3.481
0.500	3.465
0.382	3.448
LOW	3.394
0.618	3.307
1.000	3.253
1.618	3.166
2.618	3.025
4.250	2.795

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	3.465	3.500
PP	3.453	3.476
S1	3.442	3.453

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols