NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	3.392	3.320	-0.072	-2.1%	3.384
High	3.392	3.370	-0.022	-0.6%	3.386
Low	3.315	3.267	-0.048	-1.4%	3.200
Close	3.324	3.293	-0.031	-0.9%	3.357
Range	0.077	0.103	0.026	33.8%	0.186
ATR	0.097	0.098	0.000	0.4%	0.000
Volume	27,404	34,900	7,496	27.4%	127,845

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.619	3.559	3.350
R3	3.516	3.456	3.321
R2	3.413	3.413	3.312
R1	3.353	3.353	3.302	3.332
PP	3.310	3.310	3.310	3.299
S1	3.250	3.250	3.284	3.229
S2	3.207	3.207	3.274
S3	3.104	3.147	3.265
S4	3.001	3.044	3.236

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	3.408	3.235	0.173	5.3%	0.093	2.8%	34%	False	False	27,616
10	3.477	3.200	0.277	8.4%	0.098	3.0%	34%	False	False	26,927
20	3.668	3.200	0.468	14.2%	0.095	2.9%	20%	False	False	28,225
40	3.750	3.200	0.550	16.7%	0.099	3.0%	17%	False	False	25,622
60	3.750	3.114	0.636	19.3%	0.103	3.1%	28%	False	False	23,769
80	3.750	3.114	0.636	19.3%	0.099	3.0%	28%	False	False	22,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.808
2.618	3.640
1.618	3.537
1.000	3.473
0.618	3.434
HIGH	3.370
0.618	3.331
0.500	3.319
0.382	3.306
LOW	3.267
0.618	3.203
1.000	3.164
1.618	3.100
2.618	2.997
4.250	2.829

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	3.319	3.338
PP	3.310	3.323
S1	3.302	3.308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols