NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 3.214 3.201 -0.013 -0.4% 3.269
High 3.264 3.216 -0.048 -1.5% 3.354
Low 3.211 3.192 -0.019 -0.6% 3.231
Close 3.241 3.194 -0.047 -1.5% 3.293
Range 0.053 0.024 -0.029 -54.7% 0.123
ATR 0.066 0.065 -0.001 -1.8% 0.000
Volume 836 1,480 644 77.0% 3,342
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.273 3.257 3.207
R3 3.249 3.233 3.201
R2 3.225 3.225 3.198
R1 3.209 3.209 3.196 3.205
PP 3.201 3.201 3.201 3.199
S1 3.185 3.185 3.192 3.181
S2 3.177 3.177 3.190
S3 3.153 3.161 3.187
S4 3.129 3.137 3.181
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.662 3.600 3.361
R3 3.539 3.477 3.327
R2 3.416 3.416 3.316
R1 3.354 3.354 3.304 3.385
PP 3.293 3.293 3.293 3.308
S1 3.231 3.231 3.282 3.262
S2 3.170 3.170 3.270
S3 3.047 3.108 3.259
S4 2.924 2.985 3.225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.300 3.192 0.108 3.4% 0.042 1.3% 2% False True 820
10 3.382 3.192 0.190 5.9% 0.048 1.5% 1% False True 870
20 3.600 3.192 0.408 12.8% 0.056 1.8% 0% False True 1,066
40 3.600 3.072 0.528 16.5% 0.057 1.8% 23% False False 994
60 3.600 3.072 0.528 16.5% 0.052 1.6% 23% False False 885
80 3.750 3.072 0.678 21.2% 0.054 1.7% 18% False False 840
100 3.750 3.072 0.678 21.2% 0.059 1.8% 18% False False 832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.318
2.618 3.279
1.618 3.255
1.000 3.240
0.618 3.231
HIGH 3.216
0.618 3.207
0.500 3.204
0.382 3.201
LOW 3.192
0.618 3.177
1.000 3.168
1.618 3.153
2.618 3.129
4.250 3.090
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 3.204 3.229
PP 3.201 3.217
S1 3.197 3.206

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

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