NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 3.527 3.581 0.054 1.5% 3.591
High 3.566 3.623 0.057 1.6% 3.623
Low 3.510 3.534 0.024 0.7% 3.510
Close 3.554 3.612 0.058 1.6% 3.612
Range 0.056 0.089 0.033 58.9% 0.113
ATR 0.089 0.089 0.000 0.0% 0.000
Volume 2,925 4,595 1,670 57.1% 18,632
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.857 3.823 3.661
R3 3.768 3.734 3.636
R2 3.679 3.679 3.628
R1 3.645 3.645 3.620 3.662
PP 3.590 3.590 3.590 3.598
S1 3.556 3.556 3.604 3.573
S2 3.501 3.501 3.596
S3 3.412 3.467 3.588
S4 3.323 3.378 3.563
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.921 3.879 3.674
R3 3.808 3.766 3.643
R2 3.695 3.695 3.633
R1 3.653 3.653 3.622 3.674
PP 3.582 3.582 3.582 3.592
S1 3.540 3.540 3.602 3.561
S2 3.469 3.469 3.591
S3 3.356 3.427 3.581
S4 3.243 3.314 3.550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.655 3.510 0.145 4.0% 0.062 1.7% 70% False False 4,979
10 3.655 3.461 0.194 5.4% 0.080 2.2% 78% False False 4,884
20 3.808 3.450 0.358 9.9% 0.087 2.4% 45% False False 5,471
40 4.035 3.450 0.585 16.2% 0.087 2.4% 28% False False 4,130
60 4.035 3.450 0.585 16.2% 0.084 2.3% 28% False False 3,616
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.001
2.618 3.856
1.618 3.767
1.000 3.712
0.618 3.678
HIGH 3.623
0.618 3.589
0.500 3.579
0.382 3.568
LOW 3.534
0.618 3.479
1.000 3.445
1.618 3.390
2.618 3.301
4.250 3.156
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 3.601 3.597
PP 3.590 3.582
S1 3.579 3.567

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

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