NYMEX Natural Gas Future March 2013

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

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	3.446	3.484	0.038	1.1%	3.442
High	3.510	3.537	0.027	0.8%	3.616
Low	3.446	3.429	-0.017	-0.5%	3.416
Close	3.508	3.432	-0.076	-2.2%	3.431
Range	0.064	0.108	0.044	68.8%	0.200
ATR	0.097	0.098	0.001	0.8%	0.000
Volume	6,955	3,881	-3,074	-44.2%	17,485

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.790	3.719	3.491
R3	3.682	3.611	3.462
R2	3.574	3.574	3.452
R1	3.503	3.503	3.442	3.485
PP	3.466	3.466	3.466	3.457
S1	3.395	3.395	3.422	3.377
S2	3.358	3.358	3.412
S3	3.250	3.287	3.402
S4	3.142	3.179	3.373

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.088	3.959	3.541
R3	3.888	3.759	3.486
R2	3.688	3.688	3.468
R1	3.559	3.559	3.449	3.524
PP	3.488	3.488	3.488	3.470
S1	3.359	3.359	3.413	3.324
S2	3.288	3.288	3.394
S3	3.088	3.159	3.376
S4	2.888	2.959	3.321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.616	3.416	0.200	5.8%	0.101	2.9%	8%	False	False	4,587
10	3.616	3.394	0.222	6.5%	0.097	2.8%	17%	False	False	5,122

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.996
2.618	3.820
1.618	3.712
1.000	3.645
0.618	3.604
HIGH	3.537
0.618	3.496
0.500	3.483
0.382	3.470
LOW	3.429
0.618	3.362
1.000	3.321
1.618	3.254
2.618	3.146
4.250	2.970

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	3.483	3.516
PP	3.466	3.488
S1	3.449	3.460

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