NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 3.480 3.460 -0.020 -0.6% 3.541
High 3.500 3.464 -0.036 -1.0% 3.747
Low 3.428 3.360 -0.068 -2.0% 3.527
Close 3.444 3.438 -0.006 -0.2% 3.592
Range 0.072 0.104 0.032 44.4% 0.220
ATR 0.110 0.110 0.000 -0.4% 0.000
Volume 38,052 36,043 -2,009 -5.3% 166,701
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.733 3.689 3.495
R3 3.629 3.585 3.467
R2 3.525 3.525 3.457
R1 3.481 3.481 3.448 3.451
PP 3.421 3.421 3.421 3.406
S1 3.377 3.377 3.428 3.347
S2 3.317 3.317 3.419
S3 3.213 3.273 3.409
S4 3.109 3.169 3.381
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.282 4.157 3.713
R3 4.062 3.937 3.653
R2 3.842 3.842 3.632
R1 3.717 3.717 3.612 3.780
PP 3.622 3.622 3.622 3.653
S1 3.497 3.497 3.572 3.560
S2 3.402 3.402 3.552
S3 3.182 3.277 3.532
S4 2.962 3.057 3.471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.704 3.360 0.344 10.0% 0.099 2.9% 23% False True 39,539
10 3.747 3.360 0.387 11.3% 0.110 3.2% 20% False True 36,661
20 3.997 3.360 0.637 18.5% 0.109 3.2% 12% False True 31,976
40 3.997 3.360 0.637 18.5% 0.106 3.1% 12% False True 27,233
60 3.997 3.360 0.637 18.5% 0.099 2.9% 12% False True 26,570
80 3.997 3.205 0.792 23.0% 0.096 2.8% 29% False False 23,218
100 3.997 3.205 0.792 23.0% 0.095 2.8% 29% False False 20,416
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.906
2.618 3.736
1.618 3.632
1.000 3.568
0.618 3.528
HIGH 3.464
0.618 3.424
0.500 3.412
0.382 3.400
LOW 3.360
0.618 3.296
1.000 3.256
1.618 3.192
2.618 3.088
4.250 2.918
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 3.429 3.454
PP 3.421 3.448
S1 3.412 3.443

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

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