NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 3.705 3.859 0.154 4.2% 3.609
High 3.823 3.884 0.061 1.6% 3.712
Low 3.676 3.800 0.124 3.4% 3.592
Close 3.819 3.840 0.021 0.5% 3.611
Range 0.147 0.084 -0.063 -42.9% 0.120
ATR 0.103 0.101 -0.001 -1.3% 0.000
Volume 19,785 38,983 19,198 97.0% 112,010
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.093 4.051 3.886
R3 4.009 3.967 3.863
R2 3.925 3.925 3.855
R1 3.883 3.883 3.848 3.862
PP 3.841 3.841 3.841 3.831
S1 3.799 3.799 3.832 3.778
S2 3.757 3.757 3.825
S3 3.673 3.715 3.817
S4 3.589 3.631 3.794
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 3.884 3.575 0.309 8.0% 0.110 2.9% 86% True False 23,900
10 3.884 3.575 0.309 8.0% 0.102 2.7% 86% True False 23,730
20 3.984 3.575 0.409 10.7% 0.103 2.7% 65% False False 22,489
40 3.984 3.390 0.594 15.5% 0.093 2.4% 76% False False 23,866
60 3.984 3.205 0.779 20.3% 0.092 2.4% 82% False False 20,299
80 3.984 3.205 0.779 20.3% 0.091 2.4% 82% False False 17,526
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.241
2.618 4.104
1.618 4.020
1.000 3.968
0.618 3.936
HIGH 3.884
0.618 3.852
0.500 3.842
0.382 3.832
LOW 3.800
0.618 3.748
1.000 3.716
1.618 3.664
2.618 3.580
4.250 3.443
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 3.842 3.803
PP 3.841 3.766
S1 3.841 3.730

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

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