NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 3.528 3.554 0.026 0.7% 3.618
High 3.567 3.668 0.101 2.8% 3.750
Low 3.505 3.514 0.009 0.3% 3.375
Close 3.556 3.557 0.001 0.0% 3.409
Range 0.062 0.154 0.092 148.4% 0.375
ATR 0.106 0.110 0.003 3.2% 0.000
Volume 28,505 34,811 6,306 22.1% 136,082
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.042 3.953 3.642
R3 3.888 3.799 3.599
R2 3.734 3.734 3.585
R1 3.645 3.645 3.571 3.690
PP 3.580 3.580 3.580 3.602
S1 3.491 3.491 3.543 3.536
S2 3.426 3.426 3.529
S3 3.272 3.337 3.515
S4 3.118 3.183 3.472
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 3.668 3.337 0.331 9.3% 0.112 3.2% 66% True False 27,193
10 3.750 3.337 0.413 11.6% 0.113 3.2% 53% False False 25,629
20 3.750 3.337 0.413 11.6% 0.102 2.9% 53% False False 23,880
40 3.750 3.114 0.636 17.9% 0.109 3.1% 70% False False 21,962
60 3.750 3.114 0.636 17.9% 0.101 2.8% 70% False False 20,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.323
2.618 4.071
1.618 3.917
1.000 3.822
0.618 3.763
HIGH 3.668
0.618 3.609
0.500 3.591
0.382 3.573
LOW 3.514
0.618 3.419
1.000 3.360
1.618 3.265
2.618 3.111
4.250 2.860
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 3.591 3.554
PP 3.580 3.551
S1 3.568 3.549

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

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