NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 3.356 3.455 0.099 2.9% 3.618
High 3.469 3.553 0.084 2.4% 3.750
Low 3.337 3.429 0.092 2.8% 3.375
Close 3.454 3.537 0.083 2.4% 3.409
Range 0.132 0.124 -0.008 -6.1% 0.375
ATR 0.109 0.110 0.001 1.0% 0.000
Volume 17,855 19,813 1,958 11.0% 136,082
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.878 3.832 3.605
R3 3.754 3.708 3.571
R2 3.630 3.630 3.560
R1 3.584 3.584 3.548 3.607
PP 3.506 3.506 3.506 3.518
S1 3.460 3.460 3.526 3.483
S2 3.382 3.382 3.514
S3 3.258 3.336 3.503
S4 3.134 3.212 3.469
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 3.706 3.337 0.369 10.4% 0.126 3.6% 54% False False 25,830
10 3.750 3.337 0.413 11.7% 0.107 3.0% 48% False False 23,762
20 3.750 3.337 0.413 11.7% 0.105 3.0% 48% False False 22,648
40 3.750 3.114 0.636 18.0% 0.107 3.0% 67% False False 21,214
60 3.750 3.114 0.636 18.0% 0.101 2.8% 67% False False 19,753
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.080
2.618 3.878
1.618 3.754
1.000 3.677
0.618 3.630
HIGH 3.553
0.618 3.506
0.500 3.491
0.382 3.476
LOW 3.429
0.618 3.352
1.000 3.305
1.618 3.228
2.618 3.104
4.250 2.902
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 3.522 3.506
PP 3.506 3.476
S1 3.491 3.445

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

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