NYMEX Natural Gas Future April 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 3.692 3.607 -0.085 -2.3% 3.609
High 3.710 3.690 -0.020 -0.5% 3.712
Low 3.592 3.575 -0.017 -0.5% 3.592
Close 3.611 3.671 0.060 1.7% 3.611
Range 0.118 0.115 -0.003 -2.5% 0.120
ATR 0.097 0.099 0.001 1.3% 0.000
Volume 24,105 18,269 -5,836 -24.2% 112,010
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.990 3.946 3.734
R3 3.875 3.831 3.703
R2 3.760 3.760 3.692
R1 3.716 3.716 3.682 3.738
PP 3.645 3.645 3.645 3.657
S1 3.601 3.601 3.660 3.623
S2 3.530 3.530 3.650
S3 3.415 3.486 3.639
S4 3.300 3.371 3.608
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 3.575 0.137 3.7% 0.099 2.7% 70% False True 21,206
10 3.875 3.575 0.300 8.2% 0.100 2.7% 32% False True 21,611
20 3.984 3.575 0.409 11.1% 0.098 2.7% 23% False True 21,671
40 3.984 3.390 0.594 16.2% 0.091 2.5% 47% False False 23,028
60 3.984 3.205 0.779 21.2% 0.091 2.5% 60% False False 19,494
80 3.984 3.205 0.779 21.2% 0.090 2.5% 60% False False 17,169
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.179
2.618 3.991
1.618 3.876
1.000 3.805
0.618 3.761
HIGH 3.690
0.618 3.646
0.500 3.633
0.382 3.619
LOW 3.575
0.618 3.504
1.000 3.460
1.618 3.389
2.618 3.274
4.250 3.086
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 3.658 3.662
PP 3.645 3.652
S1 3.633 3.643

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

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