NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 3.480 3.542 0.062 1.8% 3.530
High 3.553 3.568 0.015 0.4% 3.555
Low 3.480 3.482 0.002 0.1% 3.400
Close 3.545 3.552 0.007 0.2% 3.545
Range 0.073 0.086 0.013 17.8% 0.155
ATR 0.092 0.092 0.000 -0.5% 0.000
Volume 7,744 7,691 -53 -0.7% 26,302
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.792 3.758 3.599
R3 3.706 3.672 3.576
R2 3.620 3.620 3.568
R1 3.586 3.586 3.560 3.603
PP 3.534 3.534 3.534 3.543
S1 3.500 3.500 3.544 3.517
S2 3.448 3.448 3.536
S3 3.362 3.414 3.528
S4 3.276 3.328 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 3.568 3.400 0.168 4.7% 0.080 2.2% 90% True False 5,585
10 3.568 3.400 0.168 4.7% 0.089 2.5% 90% True False 6,008
20 3.616 3.394 0.222 6.3% 0.092 2.6% 71% False False 5,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.934
2.618 3.793
1.618 3.707
1.000 3.654
0.618 3.621
HIGH 3.568
0.618 3.535
0.500 3.525
0.382 3.515
LOW 3.482
0.618 3.429
1.000 3.396
1.618 3.343
2.618 3.257
4.250 3.117
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 3.543 3.543
PP 3.534 3.533
S1 3.525 3.524

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

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