NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	3.636	3.626	-0.010	-0.3%	3.585
High	3.636	3.729	0.093	2.6%	3.665
Low	3.587	3.626	0.039	1.1%	3.522
Close	3.610	3.727	0.117	3.2%	3.610
Range	0.049	0.103	0.054	110.2%	0.143
ATR	0.087	0.089	0.002	2.7%	0.000
Volume	3,361	3,765	404	12.0%	20,231

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.003	3.968	3.784
R3	3.900	3.865	3.755
R2	3.797	3.797	3.746
R1	3.762	3.762	3.736	3.780
PP	3.694	3.694	3.694	3.703
S1	3.659	3.659	3.718	3.677
S2	3.591	3.591	3.708
S3	3.488	3.556	3.699
S4	3.385	3.453	3.670

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.028	3.962	3.689
R3	3.885	3.819	3.649
R2	3.742	3.742	3.636
R1	3.676	3.676	3.623	3.709
PP	3.599	3.599	3.599	3.616
S1	3.533	3.533	3.597	3.566
S2	3.456	3.456	3.584
S3	3.313	3.390	3.571
S4	3.170	3.247	3.531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.729	3.579	0.150	4.0%	0.077	2.1%	99%	True	False	3,892
10	3.729	3.464	0.265	7.1%	0.074	2.0%	99%	True	False	3,843
20	3.729	3.441	0.288	7.7%	0.085	2.3%	99%	True	False	3,817
40	3.729	3.150	0.579	15.5%	0.086	2.3%	100%	True	False	3,404

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	0.007
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.167
2.618	3.999
1.618	3.896
1.000	3.832
0.618	3.793
HIGH	3.729
0.618	3.690
0.500	3.678
0.382	3.665
LOW	3.626
0.618	3.562
1.000	3.523
1.618	3.459
2.618	3.356
4.250	3.188

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	3.711	3.703
PP	3.694	3.678
S1	3.678	3.654

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