NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	3.277	3.200	-0.077	-2.3%	3.356
High	3.278	3.346	0.068	2.1%	3.408
Low	3.200	3.200	0.000	0.0%	3.200
Close	3.225	3.325	0.100	3.1%	3.225
Range	0.078	0.146	0.068	87.2%	0.208
ATR	0.097	0.101	0.003	3.6%	0.000
Volume	37,714	32,897	-4,817	-12.8%	120,528

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.728	3.673	3.405
R3	3.582	3.527	3.365
R2	3.436	3.436	3.352
R1	3.381	3.381	3.338	3.409
PP	3.290	3.290	3.290	3.304
S1	3.235	3.235	3.312	3.263
S2	3.144	3.144	3.298
S3	2.998	3.089	3.285
S4	2.852	2.943	3.245

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.902	3.771	3.339
R3	3.694	3.563	3.282
R2	3.486	3.486	3.263
R1	3.355	3.355	3.244	3.317
PP	3.278	3.278	3.278	3.258
S1	3.147	3.147	3.206	3.109
S2	3.070	3.070	3.187
S3	2.862	2.939	3.168
S4	2.654	2.731	3.111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.408	3.200	0.208	6.3%	0.100	3.0%	60%	False	True	30,685
10	3.408	3.200	0.208	6.3%	0.096	2.9%	60%	False	True	28,127
20	3.482	3.200	0.282	8.5%	0.092	2.8%	44%	False	True	27,546
40	3.750	3.200	0.550	16.5%	0.099	3.0%	23%	False	True	26,308
60	3.750	3.200	0.550	16.5%	0.102	3.1%	23%	False	True	24,449
80	3.750	3.114	0.636	19.1%	0.099	3.0%	33%	False	False	22,738
100	3.750	3.062	0.688	20.7%	0.095	2.9%	38%	False	False	20,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 21 trading days

Fibonacci Retracements and Extensions
4.250	3.967
2.618	3.728
1.618	3.582
1.000	3.492
0.618	3.436
HIGH	3.346
0.618	3.290
0.500	3.273
0.382	3.256
LOW	3.200
0.618	3.110
1.000	3.054
1.618	2.964
2.618	2.818
4.250	2.580

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	3.308	3.312
PP	3.290	3.298
S1	3.273	3.285

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