NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 3.450 3.552 0.102 3.0% 3.464
High 3.599 3.567 -0.032 -0.9% 3.570
Low 3.450 3.490 0.040 1.2% 3.400
Close 3.545 3.519 -0.026 -0.7% 3.546
Range 0.149 0.077 -0.072 -48.3% 0.170
ATR 0.110 0.107 -0.002 -2.1% 0.000
Volume 13,999 24,579 10,580 75.6% 108,266
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.756 3.715 3.561
R3 3.679 3.638 3.540
R2 3.602 3.602 3.533
R1 3.561 3.561 3.526 3.543
PP 3.525 3.525 3.525 3.517
S1 3.484 3.484 3.512 3.466
S2 3.448 3.448 3.505
S3 3.371 3.407 3.498
S4 3.294 3.330 3.477
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 3.599 3.400 0.199 5.7% 0.100 2.9% 60% False False 18,258
10 3.656 3.400 0.256 7.3% 0.119 3.4% 46% False False 18,978
20 3.656 3.340 0.316 9.0% 0.109 3.1% 57% False False 19,006
40 3.656 3.114 0.542 15.4% 0.101 2.9% 75% False False 18,556
60 3.656 3.114 0.542 15.4% 0.097 2.7% 75% False False 17,349
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.894
2.618 3.769
1.618 3.692
1.000 3.644
0.618 3.615
HIGH 3.567
0.618 3.538
0.500 3.529
0.382 3.519
LOW 3.490
0.618 3.442
1.000 3.413
1.618 3.365
2.618 3.288
4.250 3.163
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 3.529 3.513
PP 3.525 3.506
S1 3.522 3.500

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

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