NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 3.321 3.368 0.047 1.4% 3.458
High 3.385 3.488 0.103 3.0% 3.500
Low 3.309 3.363 0.054 1.6% 3.275
Close 3.376 3.481 0.105 3.1% 3.481
Range 0.076 0.125 0.049 64.5% 0.225
ATR 0.100 0.101 0.002 1.8% 0.000
Volume 13,268 10,815 -2,453 -18.5% 40,224
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.819 3.775 3.550
R3 3.694 3.650 3.515
R2 3.569 3.569 3.504
R1 3.525 3.525 3.492 3.547
PP 3.444 3.444 3.444 3.455
S1 3.400 3.400 3.470 3.422
S2 3.319 3.319 3.458
S3 3.194 3.275 3.447
S4 3.069 3.150 3.412
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.094 4.012 3.605
R3 3.869 3.787 3.543
R2 3.644 3.644 3.522
R1 3.562 3.562 3.502 3.603
PP 3.419 3.419 3.419 3.439
S1 3.337 3.337 3.460 3.378
S2 3.194 3.194 3.440
S3 2.969 3.112 3.419
S4 2.744 2.887 3.357
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 6.5% 0.090 2.6% 92% False False 8,044
10 3.623 3.204 0.419 12.0% 0.111 3.2% 66% False False 6,808
20 3.655 3.204 0.451 13.0% 0.095 2.7% 61% False False 6,048
40 4.035 3.204 0.831 23.9% 0.094 2.7% 33% False False 5,141
60 4.035 3.204 0.831 23.9% 0.090 2.6% 33% False False 4,199
80 4.035 3.204 0.831 23.9% 0.085 2.4% 33% False False 3,836
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 0.013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.019
2.618 3.815
1.618 3.690
1.000 3.613
0.618 3.565
HIGH 3.488
0.618 3.440
0.500 3.426
0.382 3.411
LOW 3.363
0.618 3.286
1.000 3.238
1.618 3.161
2.618 3.036
4.250 2.832
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 3.463 3.448
PP 3.444 3.415
S1 3.426 3.382

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

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