NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 3.559 3.523 -0.036 -1.0% 3.654
High 3.595 3.585 -0.010 -0.3% 3.665
Low 3.510 3.505 -0.005 -0.1% 3.500
Close 3.551 3.574 0.023 0.6% 3.551
Range 0.085 0.080 -0.005 -5.9% 0.165
ATR 0.090 0.089 -0.001 -0.8% 0.000
Volume 6,650 5,867 -783 -11.8% 34,446
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.795 3.764 3.618
R3 3.715 3.684 3.596
R2 3.635 3.635 3.589
R1 3.604 3.604 3.581 3.620
PP 3.555 3.555 3.555 3.562
S1 3.524 3.524 3.567 3.540
S2 3.475 3.475 3.559
S3 3.395 3.444 3.552
S4 3.315 3.364 3.530
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.067 3.974 3.642
R3 3.902 3.809 3.596
R2 3.737 3.737 3.581
R1 3.644 3.644 3.566 3.608
PP 3.572 3.572 3.572 3.554
S1 3.479 3.479 3.536 3.443
S2 3.407 3.407 3.521
S3 3.242 3.314 3.506
S4 3.077 3.149 3.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.647 3.500 0.147 4.1% 0.071 2.0% 50% False False 7,028
10 3.841 3.500 0.341 9.5% 0.076 2.1% 22% False False 5,939
20 4.077 3.500 0.577 16.1% 0.081 2.3% 13% False False 4,322
40 4.077 3.500 0.577 16.1% 0.083 2.3% 13% False False 3,212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.925
2.618 3.794
1.618 3.714
1.000 3.665
0.618 3.634
HIGH 3.585
0.618 3.554
0.500 3.545
0.382 3.536
LOW 3.505
0.618 3.456
1.000 3.425
1.618 3.376
2.618 3.296
4.250 3.165
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 3.564 3.565
PP 3.555 3.556
S1 3.545 3.548

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

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