NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 3.704 3.617 -0.087 -2.3% 3.629
High 3.730 3.703 -0.027 -0.7% 3.730
Low 3.602 3.588 -0.014 -0.4% 3.602
Close 3.622 3.681 0.059 1.6% 3.622
Range 0.128 0.115 -0.013 -10.2% 0.128
ATR 0.103 0.104 0.001 0.8% 0.000
Volume 24,786 18,671 -6,115 -24.7% 108,885
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.002 3.957 3.744
R3 3.887 3.842 3.713
R2 3.772 3.772 3.702
R1 3.727 3.727 3.692 3.750
PP 3.657 3.657 3.657 3.669
S1 3.612 3.612 3.670 3.635
S2 3.542 3.542 3.660
S3 3.427 3.497 3.649
S4 3.312 3.382 3.618
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.035 3.957 3.692
R3 3.907 3.829 3.657
R2 3.779 3.779 3.645
R1 3.701 3.701 3.634 3.676
PP 3.651 3.651 3.651 3.639
S1 3.573 3.573 3.610 3.548
S2 3.523 3.523 3.599
S3 3.395 3.445 3.587
S4 3.267 3.317 3.552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.730 3.588 0.142 3.9% 0.101 2.7% 65% False True 20,646
10 3.912 3.588 0.324 8.8% 0.103 2.8% 29% False True 20,191
20 4.049 3.588 0.461 12.5% 0.106 2.9% 20% False True 18,562
40 4.049 3.383 0.666 18.1% 0.099 2.7% 45% False False 18,582
60 4.049 3.210 0.839 22.8% 0.097 2.6% 56% False False 15,839
80 4.049 3.210 0.839 22.8% 0.093 2.5% 56% False False 13,780
100 4.049 3.210 0.839 22.8% 0.093 2.5% 56% False False 12,104
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.192
2.618 4.004
1.618 3.889
1.000 3.818
0.618 3.774
HIGH 3.703
0.618 3.659
0.500 3.646
0.382 3.632
LOW 3.588
0.618 3.517
1.000 3.473
1.618 3.402
2.618 3.287
4.250 3.099
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 3.669 3.674
PP 3.657 3.666
S1 3.646 3.659

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

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