NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 3.980 3.921 -0.059 -1.5% 3.943
High 3.980 3.941 -0.039 -1.0% 4.035
Low 3.881 3.893 0.012 0.3% 3.858
Close 3.905 3.927 0.022 0.6% 4.026
Range 0.099 0.048 -0.051 -51.5% 0.177
ATR 0.091 0.088 -0.003 -3.4% 0.000
Volume 1,144 2,649 1,505 131.6% 9,496
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.064 4.044 3.953
R3 4.016 3.996 3.940
R2 3.968 3.968 3.936
R1 3.948 3.948 3.931 3.958
PP 3.920 3.920 3.920 3.926
S1 3.900 3.900 3.923 3.910
S2 3.872 3.872 3.918
S3 3.824 3.852 3.914
S4 3.776 3.804 3.901
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 3.870 0.165 4.2% 0.080 2.0% 35% False False 2,061
10 4.035 3.770 0.265 6.7% 0.086 2.2% 59% False False 2,931
20 4.035 3.674 0.361 9.2% 0.083 2.1% 70% False False 2,669
40 4.035 3.674 0.361 9.2% 0.081 2.1% 70% False False 2,676
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.145
2.618 4.067
1.618 4.019
1.000 3.989
0.618 3.971
HIGH 3.941
0.618 3.923
0.500 3.917
0.382 3.911
LOW 3.893
0.618 3.863
1.000 3.845
1.618 3.815
2.618 3.767
4.250 3.689
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 3.924 3.958
PP 3.920 3.948
S1 3.917 3.937

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

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