NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 3.400 3.376 -0.024 -0.7% 3.617
High 3.400 3.461 0.061 1.8% 3.617
Low 3.337 3.376 0.039 1.2% 3.204
Close 3.363 3.448 0.085 2.5% 3.448
Range 0.063 0.085 0.022 34.9% 0.413
ATR 0.104 0.104 0.000 -0.4% 0.000
Volume 6,327 8,086 1,759 27.8% 23,269
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.683 3.651 3.495
R3 3.598 3.566 3.471
R2 3.513 3.513 3.464
R1 3.481 3.481 3.456 3.497
PP 3.428 3.428 3.428 3.437
S1 3.396 3.396 3.440 3.412
S2 3.343 3.343 3.432
S3 3.258 3.311 3.425
S4 3.173 3.226 3.401
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.662 4.468 3.675
R3 4.249 4.055 3.562
R2 3.836 3.836 3.524
R1 3.642 3.642 3.486 3.533
PP 3.423 3.423 3.423 3.368
S1 3.229 3.229 3.410 3.120
S2 3.010 3.010 3.372
S3 2.597 2.816 3.334
S4 2.184 2.403 3.221
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 12.2% 0.132 3.8% 58% False False 5,572
10 3.655 3.204 0.451 13.1% 0.100 2.9% 54% False False 5,242
20 3.808 3.204 0.604 17.5% 0.094 2.7% 40% False False 5,764
40 4.035 3.204 0.831 24.1% 0.093 2.7% 29% False False 4,478
60 4.035 3.204 0.831 24.1% 0.089 2.6% 29% False False 3,816
80 4.035 3.204 0.831 24.1% 0.085 2.5% 29% False False 3,456
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.822
2.618 3.684
1.618 3.599
1.000 3.546
0.618 3.514
HIGH 3.461
0.618 3.429
0.500 3.419
0.382 3.408
LOW 3.376
0.618 3.323
1.000 3.291
1.618 3.238
2.618 3.153
4.250 3.015
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 3.438 3.419
PP 3.428 3.389
S1 3.419 3.360

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

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