NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 3.537 3.480 -0.057 -1.6% 3.530
High 3.537 3.553 0.016 0.5% 3.555
Low 3.481 3.480 -0.001 0.0% 3.400
Close 3.497 3.545 0.048 1.4% 3.545
Range 0.056 0.073 0.017 30.4% 0.155
ATR 0.094 0.092 -0.001 -1.6% 0.000
Volume 6,070 7,744 1,674 27.6% 26,302
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.745 3.718 3.585
R3 3.672 3.645 3.565
R2 3.599 3.599 3.558
R1 3.572 3.572 3.552 3.586
PP 3.526 3.526 3.526 3.533
S1 3.499 3.499 3.538 3.513
S2 3.453 3.453 3.532
S3 3.380 3.426 3.525
S4 3.307 3.353 3.505
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.965 3.910 3.630
R3 3.810 3.755 3.588
R2 3.655 3.655 3.573
R1 3.600 3.600 3.559 3.628
PP 3.500 3.500 3.500 3.514
S1 3.445 3.445 3.531 3.473
S2 3.345 3.345 3.517
S3 3.190 3.290 3.502
S4 3.035 3.135 3.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.555 3.400 0.155 4.4% 0.083 2.4% 94% False False 5,260
10 3.559 3.400 0.159 4.5% 0.087 2.5% 91% False False 5,934
20 3.616 3.337 0.279 7.9% 0.092 2.6% 75% False False 5,398
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.863
2.618 3.744
1.618 3.671
1.000 3.626
0.618 3.598
HIGH 3.553
0.618 3.525
0.500 3.517
0.382 3.508
LOW 3.480
0.618 3.435
1.000 3.407
1.618 3.362
2.618 3.289
4.250 3.170
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 3.536 3.531
PP 3.526 3.516
S1 3.517 3.502

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

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