NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 3.281 3.220 -0.061 -1.9% 3.368
High 3.286 3.292 0.006 0.2% 3.477
Low 3.215 3.200 -0.015 -0.5% 3.332
Close 3.221 3.277 0.056 1.7% 3.350
Range 0.071 0.092 0.021 29.6% 0.145
ATR 0.100 0.100 -0.001 -0.6% 0.000
Volume 23,817 24,189 372 1.6% 137,287
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.532 3.497 3.328
R3 3.440 3.405 3.302
R2 3.348 3.348 3.294
R1 3.313 3.313 3.285 3.331
PP 3.256 3.256 3.256 3.265
S1 3.221 3.221 3.269 3.239
S2 3.164 3.164 3.260
S3 3.072 3.129 3.252
S4 2.980 3.037 3.226
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.821 3.731 3.430
R3 3.676 3.586 3.390
R2 3.531 3.531 3.377
R1 3.441 3.441 3.363 3.414
PP 3.386 3.386 3.386 3.373
S1 3.296 3.296 3.337 3.269
S2 3.241 3.241 3.323
S3 3.096 3.151 3.310
S4 2.951 3.006 3.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.477 3.200 0.277 8.5% 0.103 3.1% 28% False True 26,238
10 3.482 3.200 0.282 8.6% 0.098 3.0% 27% False True 26,238
20 3.668 3.200 0.468 14.3% 0.101 3.1% 16% False True 27,635
40 3.750 3.200 0.550 16.8% 0.102 3.1% 14% False True 24,439
60 3.750 3.114 0.636 19.4% 0.101 3.1% 26% False False 22,780
80 3.750 3.114 0.636 19.4% 0.098 3.0% 26% False False 21,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.683
2.618 3.533
1.618 3.441
1.000 3.384
0.618 3.349
HIGH 3.292
0.618 3.257
0.500 3.246
0.382 3.235
LOW 3.200
0.618 3.143
1.000 3.108
1.618 3.051
2.618 2.959
4.250 2.809
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 3.267 3.293
PP 3.256 3.288
S1 3.246 3.282

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

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