NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 3.776 3.907 0.131 3.5% 3.683
High 3.892 3.942 0.050 1.3% 3.787
Low 3.770 3.874 0.104 2.8% 3.674
Close 3.889 3.903 0.014 0.4% 3.693
Range 0.122 0.068 -0.054 -44.3% 0.113
ATR 0.089 0.087 -0.001 -1.7% 0.000
Volume 3,384 3,655 271 8.0% 11,531
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.110 4.075 3.940
R3 4.042 4.007 3.922
R2 3.974 3.974 3.915
R1 3.939 3.939 3.909 3.923
PP 3.906 3.906 3.906 3.898
S1 3.871 3.871 3.897 3.855
S2 3.838 3.838 3.891
S3 3.770 3.803 3.884
S4 3.702 3.735 3.866
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 3.942 3.674 0.268 6.9% 0.088 2.3% 85% True False 3,096
10 3.942 3.674 0.268 6.9% 0.084 2.1% 85% True False 2,672
20 4.031 3.674 0.357 9.1% 0.084 2.1% 64% False False 2,354
40 4.031 3.486 0.545 14.0% 0.077 2.0% 77% False False 2,587
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.231
2.618 4.120
1.618 4.052
1.000 4.010
0.618 3.984
HIGH 3.942
0.618 3.916
0.500 3.908
0.382 3.900
LOW 3.874
0.618 3.832
1.000 3.806
1.618 3.764
2.618 3.696
4.250 3.585
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 3.908 3.872
PP 3.906 3.840
S1 3.905 3.809

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

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