NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 3.506 3.497 -0.009 -0.3% 3.622
High 3.550 3.550 0.000 0.0% 3.628
Low 3.467 3.461 -0.006 -0.2% 3.450
Close 3.508 3.530 0.022 0.6% 3.508
Range 0.083 0.089 0.006 7.2% 0.178
ATR 0.096 0.095 0.000 -0.5% 0.000
Volume 7,131 5,026 -2,105 -29.5% 41,198
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.781 3.744 3.579
R3 3.692 3.655 3.554
R2 3.603 3.603 3.546
R1 3.566 3.566 3.538 3.585
PP 3.514 3.514 3.514 3.523
S1 3.477 3.477 3.522 3.496
S2 3.425 3.425 3.514
S3 3.336 3.388 3.506
S4 3.247 3.299 3.481
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.063 3.963 3.606
R3 3.885 3.785 3.557
R2 3.707 3.707 3.541
R1 3.607 3.607 3.524 3.568
PP 3.529 3.529 3.529 3.509
S1 3.429 3.429 3.492 3.390
S2 3.351 3.351 3.475
S3 3.173 3.251 3.459
S4 2.995 3.073 3.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.603 3.450 0.153 4.3% 0.078 2.2% 52% False False 7,828
10 3.808 3.450 0.358 10.1% 0.093 2.6% 22% False False 6,112
20 4.035 3.450 0.585 16.6% 0.093 2.6% 14% False False 4,641
40 4.035 3.450 0.585 16.6% 0.090 2.5% 14% False False 3,609
60 4.035 3.450 0.585 16.6% 0.083 2.3% 14% False False 3,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.928
2.618 3.783
1.618 3.694
1.000 3.639
0.618 3.605
HIGH 3.550
0.618 3.516
0.500 3.506
0.382 3.495
LOW 3.461
0.618 3.406
1.000 3.372
1.618 3.317
2.618 3.228
4.250 3.083
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 3.522 3.520
PP 3.514 3.510
S1 3.506 3.500

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

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