NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	3.947	3.803	-0.144	-3.6%	3.943
High	3.947	3.809	-0.138	-3.5%	4.035
Low	3.793	3.715	-0.078	-2.1%	3.858
Close	3.848	3.718	-0.130	-3.4%	4.026
Range	0.154	0.094	-0.060	-39.0%	0.177
ATR	0.093	0.096	0.003	3.1%	0.000
Volume	2,788	4,012	1,224	43.9%	9,496

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.029	3.968	3.770
R3	3.935	3.874	3.744
R2	3.841	3.841	3.735
R1	3.780	3.780	3.727	3.764
PP	3.747	3.747	3.747	3.739
S1	3.686	3.686	3.709	3.670
S2	3.653	3.653	3.701
S3	3.559	3.592	3.692
S4	3.465	3.498	3.666

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	3.715	0.320	8.6%	0.093	2.5%	1%	False	True	2,827
10	4.035	3.715	0.320	8.6%	0.091	2.5%	1%	False	True	2,907
20	4.035	3.674	0.361	9.7%	0.088	2.4%	12%	False	False	2,790
40	4.035	3.674	0.361	9.7%	0.083	2.2%	12%	False	False	2,688

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.209
2.618	4.055
1.618	3.961
1.000	3.903
0.618	3.867
HIGH	3.809
0.618	3.773
0.500	3.762
0.382	3.751
LOW	3.715
0.618	3.657
1.000	3.621
1.618	3.563
2.618	3.469
4.250	3.316

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	3.762	3.831
PP	3.747	3.793
S1	3.733	3.756

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols