NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 3.680 3.692 0.012 0.3% 3.609
High 3.711 3.710 -0.001 0.0% 3.712
Low 3.624 3.592 -0.032 -0.9% 3.592
Close 3.706 3.611 -0.095 -2.6% 3.611
Range 0.087 0.118 0.031 35.6% 0.120
ATR 0.096 0.097 0.002 1.6% 0.000
Volume 18,361 24,105 5,744 31.3% 112,010
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.992 3.919 3.676
R3 3.874 3.801 3.643
R2 3.756 3.756 3.633
R1 3.683 3.683 3.622 3.661
PP 3.638 3.638 3.638 3.626
S1 3.565 3.565 3.600 3.543
S2 3.520 3.520 3.589
S3 3.402 3.447 3.579
S4 3.284 3.329 3.546
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.998 3.925 3.677
R3 3.878 3.805 3.644
R2 3.758 3.758 3.633
R1 3.685 3.685 3.622 3.722
PP 3.638 3.638 3.638 3.657
S1 3.565 3.565 3.600 3.602
S2 3.518 3.518 3.589
S3 3.398 3.445 3.578
S4 3.278 3.325 3.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.712 3.592 0.120 3.3% 0.090 2.5% 16% False True 22,402
10 3.919 3.592 0.327 9.1% 0.100 2.8% 6% False True 21,320
20 3.984 3.592 0.392 10.9% 0.097 2.7% 5% False True 22,210
40 3.984 3.390 0.594 16.4% 0.090 2.5% 37% False False 22,855
60 3.984 3.205 0.779 21.6% 0.090 2.5% 52% False False 19,322
80 3.984 3.205 0.779 21.6% 0.090 2.5% 52% False False 17,057
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 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.212
2.618 4.019
1.618 3.901
1.000 3.828
0.618 3.783
HIGH 3.710
0.618 3.665
0.500 3.651
0.382 3.637
LOW 3.592
0.618 3.519
1.000 3.474
1.618 3.401
2.618 3.283
4.250 3.091
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 3.651 3.652
PP 3.638 3.638
S1 3.624 3.625

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

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