NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 3.816 3.854 0.038 1.0% 3.607
High 3.896 3.967 0.071 1.8% 3.884
Low 3.814 3.852 0.038 1.0% 3.575
Close 3.891 3.960 0.069 1.8% 3.850
Range 0.082 0.115 0.033 40.2% 0.309
ATR 0.102 0.103 0.001 0.9% 0.000
Volume 13,951 18,167 4,216 30.2% 153,006
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.271 4.231 4.023
R3 4.156 4.116 3.992
R2 4.041 4.041 3.981
R1 4.001 4.001 3.971 4.021
PP 3.926 3.926 3.926 3.937
S1 3.886 3.886 3.949 3.906
S2 3.811 3.811 3.939
S3 3.696 3.771 3.928
S4 3.581 3.656 3.897
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.697 4.582 4.020
R3 4.388 4.273 3.935
R2 4.079 4.079 3.907
R1 3.964 3.964 3.878 4.022
PP 3.770 3.770 3.770 3.798
S1 3.655 3.655 3.822 3.713
S2 3.461 3.461 3.793
S3 3.152 3.346 3.765
S4 2.843 3.037 3.680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.967 3.750 0.217 5.5% 0.104 2.6% 97% True False 27,653
10 3.967 3.575 0.392 9.9% 0.107 2.7% 98% True False 25,776
20 3.967 3.575 0.392 9.9% 0.104 2.6% 98% True False 23,552
40 3.984 3.575 0.409 10.3% 0.097 2.5% 94% False False 25,643
60 3.984 3.205 0.779 19.7% 0.093 2.4% 97% False False 21,876
80 3.984 3.205 0.779 19.7% 0.093 2.4% 97% False False 18,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.456
2.618 4.268
1.618 4.153
1.000 4.082
0.618 4.038
HIGH 3.967
0.618 3.923
0.500 3.910
0.382 3.896
LOW 3.852
0.618 3.781
1.000 3.737
1.618 3.666
2.618 3.551
4.250 3.363
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 3.943 3.933
PP 3.926 3.906
S1 3.910 3.879

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

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