NYMEX Natural Gas Future January 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 3.285 3.321 0.036 1.1% 3.384
High 3.340 3.365 0.025 0.7% 3.386
Low 3.235 3.282 0.047 1.5% 3.200
Close 3.325 3.357 0.032 1.0% 3.357
Range 0.105 0.083 -0.022 -21.0% 0.186
ATR 0.100 0.099 -0.001 -1.2% 0.000
Volume 28,184 27,084 -1,100 -3.9% 127,845
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.584 3.553 3.403
R3 3.501 3.470 3.380
R2 3.418 3.418 3.372
R1 3.387 3.387 3.365 3.403
PP 3.335 3.335 3.335 3.342
S1 3.304 3.304 3.349 3.320
S2 3.252 3.252 3.342
S3 3.169 3.221 3.334
S4 3.086 3.138 3.311
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.872 3.801 3.459
R3 3.686 3.615 3.408
R2 3.500 3.500 3.391
R1 3.429 3.429 3.374 3.372
PP 3.314 3.314 3.314 3.286
S1 3.243 3.243 3.340 3.186
S2 3.128 3.128 3.323
S3 2.942 3.057 3.306
S4 2.756 2.871 3.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.386 3.200 0.186 5.5% 0.091 2.7% 84% False False 25,569
10 3.477 3.200 0.277 8.3% 0.099 2.9% 57% False False 26,513
20 3.668 3.200 0.468 13.9% 0.097 2.9% 34% False False 27,393
40 3.750 3.200 0.550 16.4% 0.099 3.0% 29% False False 25,179
60 3.750 3.114 0.636 18.9% 0.102 3.0% 38% False False 23,337
80 3.750 3.114 0.636 18.9% 0.098 2.9% 38% False False 21,620
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.718
2.618 3.582
1.618 3.499
1.000 3.448
0.618 3.416
HIGH 3.365
0.618 3.333
0.500 3.324
0.382 3.314
LOW 3.282
0.618 3.231
1.000 3.199
1.618 3.148
2.618 3.065
4.250 2.929
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 3.346 3.332
PP 3.335 3.307
S1 3.324 3.283

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

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