NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 3.733 3.753 0.020 0.5% 3.683
High 3.787 3.762 -0.025 -0.7% 3.787
Low 3.711 3.674 -0.037 -1.0% 3.674
Close 3.783 3.693 -0.090 -2.4% 3.693
Range 0.076 0.088 0.012 15.8% 0.113
ATR 0.083 0.085 0.002 2.2% 0.000
Volume 2,564 2,428 -136 -5.3% 11,531
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.974 3.921 3.741
R3 3.886 3.833 3.717
R2 3.798 3.798 3.709
R1 3.745 3.745 3.701 3.728
PP 3.710 3.710 3.710 3.701
S1 3.657 3.657 3.685 3.640
S2 3.622 3.622 3.677
S3 3.534 3.569 3.669
S4 3.446 3.481 3.645
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.057 3.988 3.755
R3 3.944 3.875 3.724
R2 3.831 3.831 3.714
R1 3.762 3.762 3.703 3.797
PP 3.718 3.718 3.718 3.735
S1 3.649 3.649 3.683 3.684
S2 3.605 3.605 3.672
S3 3.492 3.536 3.662
S4 3.379 3.423 3.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.787 3.674 0.113 3.1% 0.074 2.0% 17% False True 2,306
10 3.956 3.674 0.282 7.6% 0.080 2.2% 7% False True 2,216
20 4.031 3.674 0.357 9.7% 0.079 2.1% 5% False True 2,247
40 4.031 3.479 0.552 14.9% 0.074 2.0% 39% False False 2,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.136
2.618 3.992
1.618 3.904
1.000 3.850
0.618 3.816
HIGH 3.762
0.618 3.728
0.500 3.718
0.382 3.708
LOW 3.674
0.618 3.620
1.000 3.586
1.618 3.532
2.618 3.444
4.250 3.300
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 3.718 3.731
PP 3.710 3.718
S1 3.701 3.706

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

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