NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 4.085 3.947 -0.138 -3.4% 3.968
High 4.094 3.979 -0.115 -2.8% 4.094
Low 4.025 3.941 -0.084 -2.1% 3.923
Close 4.081 3.965 -0.116 -2.8% 4.081
Range 0.069 0.038 -0.031 -44.9% 0.171
ATR
Volume 1,324 949 -375 -28.3% 5,224
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.076 4.058 3.986
R3 4.038 4.020 3.975
R2 4.000 4.000 3.972
R1 3.982 3.982 3.968 3.991
PP 3.962 3.962 3.962 3.966
S1 3.944 3.944 3.962 3.953
S2 3.924 3.924 3.958
S3 3.886 3.906 3.955
S4 3.848 3.868 3.944
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.546 4.484 4.175
R3 4.375 4.313 4.128
R2 4.204 4.204 4.112
R1 4.142 4.142 4.097 4.173
PP 4.033 4.033 4.033 4.048
S1 3.971 3.971 4.065 4.002
S2 3.862 3.862 4.050
S3 3.691 3.800 4.034
S4 3.520 3.629 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.094 3.923 0.171 4.3% 0.064 1.6% 25% False False 1,234
10 4.094 3.753 0.341 8.6% 0.076 1.9% 62% False False 1,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.141
2.618 4.078
1.618 4.040
1.000 4.017
0.618 4.002
HIGH 3.979
0.618 3.964
0.500 3.960
0.382 3.956
LOW 3.941
0.618 3.918
1.000 3.903
1.618 3.880
2.618 3.842
4.250 3.780
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 3.963 4.018
PP 3.962 4.000
S1 3.960 3.983

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

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