NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 3.431 3.415 -0.016 -0.5% 3.356
High 3.462 3.482 0.020 0.6% 3.668
Low 3.406 3.406 0.000 0.0% 3.337
Close 3.414 3.473 0.059 1.7% 3.453
Range 0.056 0.076 0.020 35.7% 0.331
ATR 0.106 0.104 -0.002 -2.0% 0.000
Volume 35,963 19,902 -16,061 -44.7% 150,366
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.682 3.653 3.515
R3 3.606 3.577 3.494
R2 3.530 3.530 3.487
R1 3.501 3.501 3.480 3.516
PP 3.454 3.454 3.454 3.461
S1 3.425 3.425 3.466 3.440
S2 3.378 3.378 3.459
S3 3.302 3.349 3.452
S4 3.226 3.273 3.431
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.479 4.297 3.635
R3 4.148 3.966 3.544
R2 3.817 3.817 3.514
R1 3.635 3.635 3.483 3.726
PP 3.486 3.486 3.486 3.532
S1 3.304 3.304 3.423 3.395
S2 3.155 3.155 3.392
S3 2.824 2.973 3.362
S4 2.493 2.642 3.271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.668 3.406 0.262 7.5% 0.092 2.7% 26% False True 33,712
10 3.706 3.337 0.369 10.6% 0.109 3.1% 37% False False 29,771
20 3.750 3.337 0.413 11.9% 0.101 2.9% 33% False False 26,507
40 3.750 3.328 0.422 12.2% 0.104 3.0% 34% False False 22,935
60 3.750 3.114 0.636 18.3% 0.100 2.9% 56% False False 21,477
80 3.750 3.062 0.688 19.8% 0.096 2.8% 60% False False 19,501
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.805
2.618 3.681
1.618 3.605
1.000 3.558
0.618 3.529
HIGH 3.482
0.618 3.453
0.500 3.444
0.382 3.435
LOW 3.406
0.618 3.359
1.000 3.330
1.618 3.283
2.618 3.207
4.250 3.083
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 3.463 3.479
PP 3.454 3.477
S1 3.444 3.475

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

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