NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 3.616 3.568 -0.048 -1.3% 3.654
High 3.617 3.686 0.069 1.9% 3.665
Low 3.520 3.565 0.045 1.3% 3.500
Close 3.563 3.682 0.119 3.3% 3.551
Range 0.097 0.121 0.024 24.7% 0.165
ATR 0.092 0.094 0.002 2.4% 0.000
Volume 5,233 5,797 564 10.8% 34,446
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.007 3.966 3.749
R3 3.886 3.845 3.715
R2 3.765 3.765 3.704
R1 3.724 3.724 3.693 3.745
PP 3.644 3.644 3.644 3.655
S1 3.603 3.603 3.671 3.624
S2 3.523 3.523 3.660
S3 3.402 3.482 3.649
S4 3.281 3.361 3.615
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 3.686 3.505 0.181 4.9% 0.098 2.7% 98% True False 5,561
10 3.819 3.500 0.319 8.7% 0.085 2.3% 57% False False 6,282
20 4.077 3.500 0.577 15.7% 0.085 2.3% 32% False False 4,818
40 4.077 3.500 0.577 15.7% 0.084 2.3% 32% False False 3,492
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 0.017
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4.200
2.618 4.003
1.618 3.882
1.000 3.807
0.618 3.761
HIGH 3.686
0.618 3.640
0.500 3.626
0.382 3.611
LOW 3.565
0.618 3.490
1.000 3.444
1.618 3.369
2.618 3.248
4.250 3.051
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 3.663 3.656
PP 3.644 3.629
S1 3.626 3.603

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

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