NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 3.376 3.458 0.082 2.4% 3.617
High 3.461 3.500 0.039 1.1% 3.617
Low 3.376 3.405 0.029 0.9% 3.204
Close 3.448 3.430 -0.018 -0.5% 3.448
Range 0.085 0.095 0.010 11.8% 0.413
ATR 0.104 0.103 -0.001 -0.6% 0.000
Volume 8,086 4,918 -3,168 -39.2% 23,269
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.730 3.675 3.482
R3 3.635 3.580 3.456
R2 3.540 3.540 3.447
R1 3.485 3.485 3.439 3.465
PP 3.445 3.445 3.445 3.435
S1 3.390 3.390 3.421 3.370
S2 3.350 3.350 3.413
S3 3.255 3.295 3.404
S4 3.160 3.200 3.378
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 3.617 3.204 0.413 12.0% 0.133 3.9% 55% False False 5,637
10 3.655 3.204 0.451 13.1% 0.098 2.8% 50% False False 5,308
20 3.781 3.204 0.577 16.8% 0.094 2.7% 39% False False 5,809
40 4.035 3.204 0.831 24.2% 0.094 2.7% 27% False False 4,554
60 4.035 3.204 0.831 24.2% 0.089 2.6% 27% False False 3,855
80 4.035 3.204 0.831 24.2% 0.084 2.5% 27% False False 3,455
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 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.904
2.618 3.749
1.618 3.654
1.000 3.595
0.618 3.559
HIGH 3.500
0.618 3.464
0.500 3.453
0.382 3.441
LOW 3.405
0.618 3.346
1.000 3.310
1.618 3.251
2.618 3.156
4.250 3.001
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 3.453 3.426
PP 3.445 3.422
S1 3.438 3.419

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

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