NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 3.470 3.506 0.036 1.0% 3.544
High 3.531 3.525 -0.006 -0.2% 3.544
Low 3.414 3.394 -0.020 -0.6% 3.400
Close 3.513 3.403 -0.110 -3.1% 3.513
Range 0.117 0.131 0.014 12.0% 0.144
ATR 0.104 0.106 0.002 1.9% 0.000
Volume 17,162 15,448 -1,714 -10.0% 66,216
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.834 3.749 3.475
R3 3.703 3.618 3.439
R2 3.572 3.572 3.427
R1 3.487 3.487 3.415 3.464
PP 3.441 3.441 3.441 3.429
S1 3.356 3.356 3.391 3.333
S2 3.310 3.310 3.379
S3 3.179 3.225 3.367
S4 3.048 3.094 3.331
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.918 3.859 3.592
R3 3.774 3.715 3.553
R2 3.630 3.630 3.539
R1 3.571 3.571 3.526 3.529
PP 3.486 3.486 3.486 3.464
S1 3.427 3.427 3.500 3.385
S2 3.342 3.342 3.487
S3 3.198 3.283 3.473
S4 3.054 3.139 3.434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.544 3.394 0.150 4.4% 0.102 3.0% 6% False True 16,332
10 3.577 3.380 0.197 5.8% 0.104 3.0% 12% False False 25,862
20 3.747 3.360 0.387 11.4% 0.105 3.1% 11% False False 31,155
40 3.997 3.360 0.637 18.7% 0.106 3.1% 7% False False 29,021
60 3.997 3.360 0.637 18.7% 0.102 3.0% 7% False False 27,188
80 3.997 3.224 0.773 22.7% 0.099 2.9% 23% False False 25,817
100 3.997 3.205 0.792 23.3% 0.096 2.8% 25% False False 22,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.082
2.618 3.868
1.618 3.737
1.000 3.656
0.618 3.606
HIGH 3.525
0.618 3.475
0.500 3.460
0.382 3.444
LOW 3.394
0.618 3.313
1.000 3.263
1.618 3.182
2.618 3.051
4.250 2.837
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 3.460 3.463
PP 3.441 3.443
S1 3.422 3.423

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

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