NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 3.617 3.495 -0.122 -3.4% 3.591
High 3.617 3.516 -0.101 -2.8% 3.623
Low 3.505 3.204 -0.301 -8.6% 3.510
Close 3.508 3.406 -0.102 -2.9% 3.612
Range 0.112 0.312 0.200 178.6% 0.113
ATR 0.091 0.107 0.016 17.4% 0.000
Volume 4,488 4,368 -120 -2.7% 18,632
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.311 4.171 3.578
R3 3.999 3.859 3.492
R2 3.687 3.687 3.463
R1 3.547 3.547 3.435 3.461
PP 3.375 3.375 3.375 3.333
S1 3.235 3.235 3.377 3.149
S2 3.063 3.063 3.349
S3 2.751 2.923 3.320
S4 2.439 2.611 3.234
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 3.623 3.204 0.419 12.3% 0.121 3.5% 48% False True 4,290
10 3.655 3.204 0.451 13.2% 0.105 3.1% 45% False True 4,554
20 3.808 3.204 0.604 17.7% 0.099 2.9% 33% False True 5,333
40 4.035 3.204 0.831 24.4% 0.093 2.7% 24% False True 4,234
60 4.035 3.204 0.831 24.4% 0.089 2.6% 24% False True 3,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 4.842
2.618 4.333
1.618 4.021
1.000 3.828
0.618 3.709
HIGH 3.516
0.618 3.397
0.500 3.360
0.382 3.323
LOW 3.204
0.618 3.011
1.000 2.892
1.618 2.699
2.618 2.387
4.250 1.878
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 3.391 3.414
PP 3.375 3.411
S1 3.360 3.409

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

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