NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 3.685 3.776 0.091 2.5% 3.683
High 3.761 3.892 0.131 3.5% 3.787
Low 3.675 3.770 0.095 2.6% 3.674
Close 3.751 3.889 0.138 3.7% 3.693
Range 0.086 0.122 0.036 41.9% 0.113
ATR 0.085 0.089 0.004 4.7% 0.000
Volume 3,449 3,384 -65 -1.9% 11,531
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.216 4.175 3.956
R3 4.094 4.053 3.923
R2 3.972 3.972 3.911
R1 3.931 3.931 3.900 3.952
PP 3.850 3.850 3.850 3.861
S1 3.809 3.809 3.878 3.830
S2 3.728 3.728 3.867
S3 3.606 3.687 3.855
S4 3.484 3.565 3.822
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 3.892 3.674 0.218 5.6% 0.082 2.1% 99% True False 2,742
10 3.896 3.674 0.222 5.7% 0.083 2.1% 97% False False 2,485
20 4.031 3.674 0.357 9.2% 0.084 2.2% 60% False False 2,315
40 4.031 3.479 0.552 14.2% 0.076 2.0% 74% False False 2,530
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.411
2.618 4.211
1.618 4.089
1.000 4.014
0.618 3.967
HIGH 3.892
0.618 3.845
0.500 3.831
0.382 3.817
LOW 3.770
0.618 3.695
1.000 3.648
1.618 3.573
2.618 3.451
4.250 3.252
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 3.870 3.854
PP 3.850 3.818
S1 3.831 3.783

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

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