NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 3.581 3.588 0.007 0.2% 3.549
High 3.604 3.648 0.044 1.2% 3.599
Low 3.513 3.564 0.051 1.5% 3.400
Close 3.587 3.648 0.061 1.7% 3.581
Range 0.091 0.084 -0.007 -7.7% 0.199
ATR 0.105 0.103 -0.001 -1.4% 0.000
Volume 28,875 22,790 -6,085 -21.1% 99,431
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.872 3.844 3.694
R3 3.788 3.760 3.671
R2 3.704 3.704 3.663
R1 3.676 3.676 3.656 3.690
PP 3.620 3.620 3.620 3.627
S1 3.592 3.592 3.640 3.606
S2 3.536 3.536 3.633
S3 3.452 3.508 3.625
S4 3.368 3.424 3.602
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 3.648 3.450 0.198 5.4% 0.097 2.7% 100% True False 24,792
10 3.648 3.400 0.248 6.8% 0.103 2.8% 100% True False 21,534
20 3.656 3.394 0.262 7.2% 0.108 2.9% 97% False False 20,164
40 3.656 3.114 0.542 14.9% 0.101 2.8% 99% False False 19,141
60 3.656 3.114 0.542 14.9% 0.097 2.7% 99% False False 17,944
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.005
2.618 3.868
1.618 3.784
1.000 3.732
0.618 3.700
HIGH 3.648
0.618 3.616
0.500 3.606
0.382 3.596
LOW 3.564
0.618 3.512
1.000 3.480
1.618 3.428
2.618 3.344
4.250 3.207
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 3.634 3.624
PP 3.620 3.600
S1 3.606 3.576

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

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