NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 3.871 3.951 0.080 2.1% 3.685
High 3.953 4.017 0.064 1.6% 3.942
Low 3.870 3.915 0.045 1.2% 3.675
Close 3.950 4.015 0.065 1.6% 3.910
Range 0.083 0.102 0.019 22.9% 0.267
ATR 0.088 0.089 0.001 1.2% 0.000
Volume 1,763 1,207 -556 -31.5% 19,471
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.288 4.254 4.071
R3 4.186 4.152 4.043
R2 4.084 4.084 4.034
R1 4.050 4.050 4.024 4.067
PP 3.982 3.982 3.982 3.991
S1 3.948 3.948 4.006 3.965
S2 3.880 3.880 3.996
S3 3.778 3.846 3.987
S4 3.676 3.744 3.959
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 4.017 3.816 0.201 5.0% 0.090 2.2% 99% True False 2,987
10 4.017 3.674 0.343 8.5% 0.089 2.2% 99% True False 3,041
20 4.017 3.674 0.343 8.5% 0.085 2.1% 99% True False 2,554
40 4.031 3.674 0.357 8.9% 0.080 2.0% 96% False False 2,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.451
2.618 4.284
1.618 4.182
1.000 4.119
0.618 4.080
HIGH 4.017
0.618 3.978
0.500 3.966
0.382 3.954
LOW 3.915
0.618 3.852
1.000 3.813
1.618 3.750
2.618 3.648
4.250 3.482
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 3.999 3.989
PP 3.982 3.963
S1 3.966 3.938

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

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