NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 3.523 3.561 0.038 1.1% 3.654
High 3.585 3.652 0.067 1.9% 3.665
Low 3.505 3.543 0.038 1.1% 3.500
Close 3.574 3.633 0.059 1.7% 3.551
Range 0.080 0.109 0.029 36.3% 0.165
ATR 0.089 0.090 0.001 1.6% 0.000
Volume 5,867 4,260 -1,607 -27.4% 34,446
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.936 3.894 3.693
R3 3.827 3.785 3.663
R2 3.718 3.718 3.653
R1 3.676 3.676 3.643 3.697
PP 3.609 3.609 3.609 3.620
S1 3.567 3.567 3.623 3.588
S2 3.500 3.500 3.613
S3 3.391 3.458 3.603
S4 3.282 3.349 3.573
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 3.652 3.500 0.152 4.2% 0.080 2.2% 88% True False 6,392
10 3.841 3.500 0.341 9.4% 0.083 2.3% 39% False False 5,968
20 4.077 3.500 0.577 15.9% 0.082 2.3% 23% False False 4,395
40 4.077 3.500 0.577 15.9% 0.083 2.3% 23% False False 3,282
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 0.018
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.115
2.618 3.937
1.618 3.828
1.000 3.761
0.618 3.719
HIGH 3.652
0.618 3.610
0.500 3.598
0.382 3.585
LOW 3.543
0.618 3.476
1.000 3.434
1.618 3.367
2.618 3.258
4.250 3.080
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 3.621 3.615
PP 3.609 3.597
S1 3.598 3.579

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

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