NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 3.575 3.650 0.075 2.1% 3.518
High 3.650 3.692 0.042 1.2% 3.692
Low 3.531 3.619 0.088 2.5% 3.493
Close 3.622 3.685 0.063 1.7% 3.685
Range 0.119 0.073 -0.046 -38.7% 0.199
ATR 0.098 0.096 -0.002 -1.8% 0.000
Volume 12,047 9,779 -2,268 -18.8% 54,559
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.884 3.858 3.725
R3 3.811 3.785 3.705
R2 3.738 3.738 3.698
R1 3.712 3.712 3.692 3.725
PP 3.665 3.665 3.665 3.672
S1 3.639 3.639 3.678 3.652
S2 3.592 3.592 3.672
S3 3.519 3.566 3.665
S4 3.446 3.493 3.645
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.220 4.152 3.794
R3 4.021 3.953 3.740
R2 3.822 3.822 3.721
R1 3.754 3.754 3.703 3.788
PP 3.623 3.623 3.623 3.641
S1 3.555 3.555 3.667 3.589
S2 3.424 3.424 3.649
S3 3.225 3.356 3.630
S4 3.026 3.157 3.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.692 3.493 0.199 5.4% 0.082 2.2% 96% True False 10,911
10 3.692 3.275 0.417 11.3% 0.086 2.3% 98% True False 9,478
20 3.692 3.204 0.488 13.2% 0.093 2.5% 99% True False 7,360
40 4.035 3.204 0.831 22.6% 0.094 2.5% 58% False False 6,070
60 4.035 3.204 0.831 22.6% 0.091 2.5% 58% False False 4,906
80 4.035 3.204 0.831 22.6% 0.087 2.3% 58% False False 4,405
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.002
2.618 3.883
1.618 3.810
1.000 3.765
0.618 3.737
HIGH 3.692
0.618 3.664
0.500 3.656
0.382 3.647
LOW 3.619
0.618 3.574
1.000 3.546
1.618 3.501
2.618 3.428
4.250 3.309
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 3.675 3.654
PP 3.665 3.623
S1 3.656 3.593

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

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