NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 3.561 3.633 0.072 2.0% 3.652
High 3.610 3.670 0.060 1.7% 3.670
Low 3.561 3.570 0.009 0.3% 3.542
Close 3.605 3.665 0.060 1.7% 3.665
Range 0.049 0.100 0.051 104.1% 0.128
ATR 0.089 0.089 0.001 0.9% 0.000
Volume 2,618 4,713 2,095 80.0% 16,924
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.935 3.900 3.720
R3 3.835 3.800 3.693
R2 3.735 3.735 3.683
R1 3.700 3.700 3.674 3.718
PP 3.635 3.635 3.635 3.644
S1 3.600 3.600 3.656 3.618
S2 3.535 3.535 3.647
S3 3.435 3.500 3.638
S4 3.335 3.400 3.610
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.010 3.965 3.735
R3 3.882 3.837 3.700
R2 3.754 3.754 3.688
R1 3.709 3.709 3.677 3.732
PP 3.626 3.626 3.626 3.637
S1 3.581 3.581 3.653 3.604
S2 3.498 3.498 3.642
S3 3.370 3.453 3.630
S4 3.242 3.325 3.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.700 3.542 0.158 4.3% 0.073 2.0% 78% False False 4,661
10 3.700 3.505 0.195 5.3% 0.086 2.3% 82% False False 5,111
20 3.841 3.500 0.341 9.3% 0.080 2.2% 48% False False 5,305
40 4.077 3.500 0.577 15.7% 0.082 2.2% 29% False False 3,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.095
2.618 3.932
1.618 3.832
1.000 3.770
0.618 3.732
HIGH 3.670
0.618 3.632
0.500 3.620
0.382 3.608
LOW 3.570
0.618 3.508
1.000 3.470
1.618 3.408
2.618 3.308
4.250 3.145
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 3.650 3.645
PP 3.635 3.626
S1 3.620 3.606

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

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