NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 3.364 3.321 -0.043 -1.3% 3.617
High 3.369 3.385 0.016 0.5% 3.617
Low 3.275 3.309 0.034 1.0% 3.204
Close 3.303 3.376 0.073 2.2% 3.448
Range 0.094 0.076 -0.018 -19.1% 0.413
ATR 0.101 0.100 -0.001 -1.3% 0.000
Volume 6,667 13,268 6,601 99.0% 23,269
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.585 3.556 3.418
R3 3.509 3.480 3.397
R2 3.433 3.433 3.390
R1 3.404 3.404 3.383 3.419
PP 3.357 3.357 3.357 3.364
S1 3.328 3.328 3.369 3.343
S2 3.281 3.281 3.362
S3 3.205 3.252 3.355
S4 3.129 3.176 3.334
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 3.500 3.275 0.225 6.7% 0.082 2.4% 45% False False 7,499
10 3.623 3.204 0.419 12.4% 0.104 3.1% 41% False False 6,019
20 3.655 3.204 0.451 13.4% 0.093 2.7% 38% False False 5,900
40 4.035 3.204 0.831 24.6% 0.094 2.8% 21% False False 4,955
60 4.035 3.204 0.831 24.6% 0.089 2.6% 21% False False 4,063
80 4.035 3.204 0.831 24.6% 0.084 2.5% 21% False False 3,709
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.708
2.618 3.584
1.618 3.508
1.000 3.461
0.618 3.432
HIGH 3.385
0.618 3.356
0.500 3.347
0.382 3.338
LOW 3.309
0.618 3.262
1.000 3.233
1.618 3.186
2.618 3.110
4.250 2.986
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 3.366 3.369
PP 3.357 3.362
S1 3.347 3.355

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

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