NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 3.951 4.024 0.073 1.8% 3.943
High 4.017 4.035 0.018 0.4% 4.035
Low 3.915 3.967 0.052 1.3% 3.858
Close 4.015 4.026 0.011 0.3% 4.026
Range 0.102 0.068 -0.034 -33.3% 0.177
ATR 0.089 0.087 -0.001 -1.7% 0.000
Volume 1,207 3,543 2,336 193.5% 9,496
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.213 4.188 4.063
R3 4.145 4.120 4.045
R2 4.077 4.077 4.038
R1 4.052 4.052 4.032 4.065
PP 4.009 4.009 4.009 4.016
S1 3.984 3.984 4.020 3.997
S2 3.941 3.941 4.014
S3 3.873 3.916 4.007
S4 3.805 3.848 3.989
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.504 4.442 4.123
R3 4.327 4.265 4.075
R2 4.150 4.150 4.058
R1 4.088 4.088 4.042 4.119
PP 3.973 3.973 3.973 3.989
S1 3.911 3.911 4.010 3.942
S2 3.796 3.796 3.994
S3 3.619 3.734 3.977
S4 3.442 3.557 3.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.035 3.816 0.219 5.4% 0.087 2.2% 96% True False 2,678
10 4.035 3.674 0.361 9.0% 0.088 2.2% 98% True False 3,139
20 4.035 3.674 0.361 9.0% 0.083 2.1% 98% True False 2,655
40 4.035 3.674 0.361 9.0% 0.080 2.0% 98% True False 2,730
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 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.324
2.618 4.213
1.618 4.145
1.000 4.103
0.618 4.077
HIGH 4.035
0.618 4.009
0.500 4.001
0.382 3.993
LOW 3.967
0.618 3.925
1.000 3.899
1.618 3.857
2.618 3.789
4.250 3.678
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 4.018 4.002
PP 4.009 3.977
S1 4.001 3.953

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

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