NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 3.607 3.705 0.098 2.7% 3.609
High 3.690 3.823 0.133 3.6% 3.712
Low 3.575 3.676 0.101 2.8% 3.592
Close 3.671 3.819 0.148 4.0% 3.611
Range 0.115 0.147 0.032 27.8% 0.120
ATR 0.099 0.103 0.004 3.9% 0.000
Volume 18,269 19,785 1,516 8.3% 112,010
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.214 4.163 3.900
R3 4.067 4.016 3.859
R2 3.920 3.920 3.846
R1 3.869 3.869 3.832 3.895
PP 3.773 3.773 3.773 3.785
S1 3.722 3.722 3.806 3.748
S2 3.626 3.626 3.792
S3 3.479 3.575 3.779
S4 3.332 3.428 3.738
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 3.823 3.575 0.248 6.5% 0.106 2.8% 98% True False 21,086
10 3.840 3.575 0.265 6.9% 0.101 2.6% 92% False False 21,455
20 3.984 3.575 0.409 10.7% 0.102 2.7% 60% False False 21,478
40 3.984 3.390 0.594 15.6% 0.093 2.4% 72% False False 23,227
60 3.984 3.205 0.779 20.4% 0.092 2.4% 79% False False 19,725
80 3.984 3.205 0.779 20.4% 0.091 2.4% 79% False False 17,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.448
2.618 4.208
1.618 4.061
1.000 3.970
0.618 3.914
HIGH 3.823
0.618 3.767
0.500 3.750
0.382 3.732
LOW 3.676
0.618 3.585
1.000 3.529
1.618 3.438
2.618 3.291
4.250 3.051
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 3.796 3.779
PP 3.773 3.739
S1 3.750 3.699

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

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