NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 3.908 3.822 -0.086 -2.2% 3.685
High 3.928 3.912 -0.016 -0.4% 3.942
Low 3.845 3.816 -0.029 -0.8% 3.675
Close 3.847 3.910 0.063 1.6% 3.910
Range 0.083 0.096 0.013 15.7% 0.267
ATR 0.087 0.088 0.001 0.7% 0.000
Volume 5,085 3,898 -1,187 -23.3% 19,471
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.167 4.135 3.963
R3 4.071 4.039 3.936
R2 3.975 3.975 3.928
R1 3.943 3.943 3.919 3.959
PP 3.879 3.879 3.879 3.888
S1 3.847 3.847 3.901 3.863
S2 3.783 3.783 3.892
S3 3.687 3.751 3.884
S4 3.591 3.655 3.857
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.643 4.544 4.057
R3 4.376 4.277 3.983
R2 4.109 4.109 3.959
R1 4.010 4.010 3.934 4.060
PP 3.842 3.842 3.842 3.867
S1 3.743 3.743 3.886 3.793
S2 3.575 3.575 3.861
S3 3.308 3.476 3.837
S4 3.041 3.209 3.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.942 3.675 0.267 6.8% 0.091 2.3% 88% False False 3,894
10 3.942 3.674 0.268 6.9% 0.082 2.1% 88% False False 3,100
20 4.030 3.674 0.356 9.1% 0.087 2.2% 66% False False 2,577
40 4.031 3.539 0.492 12.6% 0.078 2.0% 75% False False 2,714
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.320
2.618 4.163
1.618 4.067
1.000 4.008
0.618 3.971
HIGH 3.912
0.618 3.875
0.500 3.864
0.382 3.853
LOW 3.816
0.618 3.757
1.000 3.720
1.618 3.661
2.618 3.565
4.250 3.408
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 3.895 3.900
PP 3.879 3.889
S1 3.864 3.879

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

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