NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 3.628 3.427 -0.201 -5.5% 3.618
High 3.628 3.464 -0.164 -4.5% 3.750
Low 3.443 3.375 -0.068 -2.0% 3.375
Close 3.451 3.409 -0.042 -1.2% 3.409
Range 0.185 0.089 -0.096 -51.9% 0.375
ATR 0.108 0.107 -0.001 -1.3% 0.000
Volume 25,137 34,985 9,848 39.2% 136,082
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.683 3.635 3.458
R3 3.594 3.546 3.433
R2 3.505 3.505 3.425
R1 3.457 3.457 3.417 3.437
PP 3.416 3.416 3.416 3.406
S1 3.368 3.368 3.401 3.348
S2 3.327 3.327 3.393
S3 3.238 3.279 3.385
S4 3.149 3.190 3.360
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.636 4.398 3.615
R3 4.261 4.023 3.512
R2 3.886 3.886 3.478
R1 3.648 3.648 3.443 3.580
PP 3.511 3.511 3.511 3.477
S1 3.273 3.273 3.375 3.205
S2 3.136 3.136 3.340
S3 2.761 2.898 3.306
S4 2.386 2.523 3.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.750 3.375 0.375 11.0% 0.115 3.4% 9% False True 27,216
10 3.750 3.375 0.375 11.0% 0.099 2.9% 9% False True 25,162
20 3.750 3.375 0.375 11.0% 0.101 3.0% 9% False True 22,966
40 3.750 3.114 0.636 18.7% 0.104 3.1% 46% False False 21,310
60 3.750 3.114 0.636 18.7% 0.099 2.9% 46% False False 19,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.842
2.618 3.697
1.618 3.608
1.000 3.553
0.618 3.519
HIGH 3.464
0.618 3.430
0.500 3.420
0.382 3.409
LOW 3.375
0.618 3.320
1.000 3.286
1.618 3.231
2.618 3.142
4.250 2.997
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 3.420 3.541
PP 3.416 3.497
S1 3.413 3.453

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

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