NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 3.509 3.549 0.040 1.1% 3.464
High 3.570 3.575 0.005 0.1% 3.570
Low 3.506 3.458 -0.048 -1.4% 3.400
Close 3.546 3.471 -0.075 -2.1% 3.546
Range 0.064 0.117 0.053 82.8% 0.170
ATR 0.107 0.107 0.001 0.7% 0.000
Volume 25,578 14,756 -10,822 -42.3% 108,266
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.852 3.779 3.535
R3 3.735 3.662 3.503
R2 3.618 3.618 3.492
R1 3.545 3.545 3.482 3.523
PP 3.501 3.501 3.501 3.491
S1 3.428 3.428 3.460 3.406
S2 3.384 3.384 3.450
S3 3.267 3.311 3.439
S4 3.150 3.194 3.407
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.015 3.951 3.640
R3 3.845 3.781 3.593
R2 3.675 3.675 3.577
R1 3.611 3.611 3.562 3.643
PP 3.505 3.505 3.505 3.522
S1 3.441 3.441 3.530 3.473
S2 3.335 3.335 3.515
S3 3.165 3.271 3.499
S4 2.995 3.101 3.453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.575 3.400 0.175 5.0% 0.112 3.2% 41% True False 18,613
10 3.656 3.400 0.256 7.4% 0.111 3.2% 28% False False 18,162
20 3.656 3.295 0.361 10.4% 0.109 3.1% 49% False False 19,627
40 3.656 3.114 0.542 15.6% 0.100 2.9% 66% False False 19,048
60 3.656 3.062 0.594 17.1% 0.094 2.7% 69% False False 17,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.072
2.618 3.881
1.618 3.764
1.000 3.692
0.618 3.647
HIGH 3.575
0.618 3.530
0.500 3.517
0.382 3.503
LOW 3.458
0.618 3.386
1.000 3.341
1.618 3.269
2.618 3.152
4.250 2.961
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 3.517 3.488
PP 3.501 3.482
S1 3.486 3.477

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

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