NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 3.881 3.826 -0.055 -1.4% 3.617
High 3.915 3.928 0.013 0.3% 3.919
Low 3.815 3.826 0.011 0.3% 3.588
Close 3.823 3.921 0.098 2.6% 3.880
Range 0.100 0.102 0.002 2.0% 0.331
ATR 0.110 0.110 0.000 -0.3% 0.000
Volume 17,564 21,054 3,490 19.9% 117,091
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.198 4.161 3.977
R3 4.096 4.059 3.949
R2 3.994 3.994 3.940
R1 3.957 3.957 3.930 3.976
PP 3.892 3.892 3.892 3.901
S1 3.855 3.855 3.912 3.874
S2 3.790 3.790 3.902
S3 3.688 3.753 3.893
S4 3.586 3.651 3.865
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.789 4.665 4.062
R3 4.458 4.334 3.971
R2 4.127 4.127 3.941
R1 4.003 4.003 3.910 4.065
PP 3.796 3.796 3.796 3.827
S1 3.672 3.672 3.850 3.734
S2 3.465 3.465 3.819
S3 3.134 3.341 3.789
S4 2.803 3.010 3.698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.928 3.772 0.156 4.0% 0.109 2.8% 96% True False 24,059
10 3.928 3.588 0.340 8.7% 0.111 2.8% 98% True False 22,359
20 3.969 3.588 0.381 9.7% 0.110 2.8% 87% False False 20,220
40 4.049 3.557 0.492 12.5% 0.106 2.7% 74% False False 20,351
60 4.049 3.210 0.839 21.4% 0.100 2.5% 85% False False 17,489
80 4.049 3.210 0.839 21.4% 0.096 2.4% 85% False False 15,023
100 4.049 3.210 0.839 21.4% 0.094 2.4% 85% False False 13,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.362
2.618 4.195
1.618 4.093
1.000 4.030
0.618 3.991
HIGH 3.928
0.618 3.889
0.500 3.877
0.382 3.865
LOW 3.826
0.618 3.763
1.000 3.724
1.618 3.661
2.618 3.559
4.250 3.393
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 3.906 3.897
PP 3.892 3.874
S1 3.877 3.850

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

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