NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 3.515 3.581 0.066 1.9% 3.549
High 3.589 3.604 0.015 0.4% 3.599
Low 3.503 3.513 0.010 0.3% 3.400
Close 3.581 3.587 0.006 0.2% 3.581
Range 0.086 0.091 0.005 5.8% 0.199
ATR 0.106 0.105 -0.001 -1.0% 0.000
Volume 33,718 28,875 -4,843 -14.4% 99,431
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.841 3.805 3.637
R3 3.750 3.714 3.612
R2 3.659 3.659 3.604
R1 3.623 3.623 3.595 3.641
PP 3.568 3.568 3.568 3.577
S1 3.532 3.532 3.579 3.550
S2 3.477 3.477 3.570
S3 3.386 3.441 3.562
S4 3.295 3.350 3.537
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 4.124 4.051 3.690
R3 3.925 3.852 3.636
R2 3.726 3.726 3.617
R1 3.653 3.653 3.599 3.690
PP 3.527 3.527 3.527 3.545
S1 3.454 3.454 3.563 3.491
S2 3.328 3.328 3.545
S3 3.129 3.255 3.526
S4 2.930 3.056 3.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.604 3.400 0.204 5.7% 0.100 2.8% 92% True False 22,710
10 3.604 3.400 0.204 5.7% 0.106 2.9% 92% True False 20,661
20 3.656 3.394 0.262 7.3% 0.108 3.0% 74% False False 19,772
40 3.656 3.114 0.542 15.1% 0.101 2.8% 87% False False 19,041
60 3.656 3.114 0.542 15.1% 0.097 2.7% 87% False False 17,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.991
2.618 3.842
1.618 3.751
1.000 3.695
0.618 3.660
HIGH 3.604
0.618 3.569
0.500 3.559
0.382 3.548
LOW 3.513
0.618 3.457
1.000 3.422
1.618 3.366
2.618 3.275
4.250 3.126
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 3.578 3.574
PP 3.568 3.560
S1 3.559 3.547

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

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