NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 3.769 3.750 -0.019 -0.5% 3.630
High 3.808 3.781 -0.027 -0.7% 3.808
Low 3.701 3.669 -0.032 -0.9% 3.620
Close 3.759 3.673 -0.086 -2.3% 3.673
Range 0.107 0.112 0.005 4.7% 0.188
ATR 0.100 0.101 0.001 0.9% 0.000
Volume 4,014 5,086 1,072 26.7% 21,011
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.044 3.970 3.735
R3 3.932 3.858 3.704
R2 3.820 3.820 3.694
R1 3.746 3.746 3.683 3.727
PP 3.708 3.708 3.708 3.698
S1 3.634 3.634 3.663 3.615
S2 3.596 3.596 3.652
S3 3.484 3.522 3.642
S4 3.372 3.410 3.611
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.264 4.157 3.776
R3 4.076 3.969 3.725
R2 3.888 3.888 3.707
R1 3.781 3.781 3.690 3.835
PP 3.700 3.700 3.700 3.727
S1 3.593 3.593 3.656 3.647
S2 3.512 3.512 3.639
S3 3.324 3.405 3.621
S4 3.136 3.217 3.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.808 3.620 0.188 5.1% 0.108 2.9% 28% False False 4,202
10 3.980 3.620 0.360 9.8% 0.105 2.9% 15% False False 3,710
20 4.035 3.620 0.415 11.3% 0.097 2.6% 13% False False 3,425
40 4.035 3.620 0.415 11.3% 0.088 2.4% 13% False False 2,953
60 4.035 3.479 0.556 15.1% 0.082 2.2% 35% False False 2,721
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.257
2.618 4.074
1.618 3.962
1.000 3.893
0.618 3.850
HIGH 3.781
0.618 3.738
0.500 3.725
0.382 3.712
LOW 3.669
0.618 3.600
1.000 3.557
1.618 3.488
2.618 3.376
4.250 3.193
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 3.725 3.714
PP 3.708 3.700
S1 3.690 3.687

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

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