NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 3.558 3.509 -0.049 -1.4% 3.630
High 3.580 3.533 -0.047 -1.3% 3.808
Low 3.508 3.450 -0.058 -1.7% 3.620
Close 3.524 3.521 -0.003 -0.1% 3.673
Range 0.072 0.083 0.011 15.3% 0.188
ATR 0.098 0.096 -0.001 -1.1% 0.000
Volume 7,850 8,637 787 10.0% 21,011
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.750 3.719 3.567
R3 3.667 3.636 3.544
R2 3.584 3.584 3.536
R1 3.553 3.553 3.529 3.569
PP 3.501 3.501 3.501 3.509
S1 3.470 3.470 3.513 3.486
S2 3.418 3.418 3.506
S3 3.335 3.387 3.498
S4 3.252 3.304 3.475
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 3.781 3.450 0.331 9.4% 0.081 2.3% 21% False True 7,830
10 3.808 3.450 0.358 10.2% 0.095 2.7% 20% False True 6,057
20 4.035 3.450 0.585 16.6% 0.093 2.6% 12% False True 4,482
40 4.035 3.450 0.585 16.6% 0.088 2.5% 12% False True 3,418
60 4.035 3.450 0.585 16.6% 0.082 2.3% 12% False True 3,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.886
2.618 3.750
1.618 3.667
1.000 3.616
0.618 3.584
HIGH 3.533
0.618 3.501
0.500 3.492
0.382 3.482
LOW 3.450
0.618 3.399
1.000 3.367
1.618 3.316
2.618 3.233
4.250 3.097
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 3.511 3.527
PP 3.501 3.525
S1 3.492 3.523

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

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