NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 3.907 3.908 0.001 0.0% 3.683
High 3.942 3.928 -0.014 -0.4% 3.787
Low 3.874 3.845 -0.029 -0.7% 3.674
Close 3.903 3.847 -0.056 -1.4% 3.693
Range 0.068 0.083 0.015 22.1% 0.113
ATR 0.087 0.087 0.000 -0.4% 0.000
Volume 3,655 5,085 1,430 39.1% 11,531
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.122 4.068 3.893
R3 4.039 3.985 3.870
R2 3.956 3.956 3.862
R1 3.902 3.902 3.855 3.888
PP 3.873 3.873 3.873 3.866
S1 3.819 3.819 3.839 3.805
S2 3.790 3.790 3.832
S3 3.707 3.736 3.824
S4 3.624 3.653 3.801
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 7.0% 0.089 2.3% 65% False False 3,600
10 3.942 3.674 0.268 7.0% 0.085 2.2% 65% False False 2,958
20 4.031 3.674 0.357 9.3% 0.084 2.2% 48% False False 2,506
40 4.031 3.503 0.528 13.7% 0.078 2.0% 65% False False 2,661
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.281
2.618 4.145
1.618 4.062
1.000 4.011
0.618 3.979
HIGH 3.928
0.618 3.896
0.500 3.887
0.382 3.877
LOW 3.845
0.618 3.794
1.000 3.762
1.618 3.711
2.618 3.628
4.250 3.492
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 3.887 3.856
PP 3.873 3.853
S1 3.860 3.850

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

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