NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 3.698 3.702 0.004 0.1% 3.518
High 3.710 3.718 0.008 0.2% 3.692
Low 3.647 3.593 -0.054 -1.5% 3.493
Close 3.690 3.603 -0.087 -2.4% 3.685
Range 0.063 0.125 0.062 98.4% 0.199
ATR 0.096 0.098 0.002 2.1% 0.000
Volume 11,179 10,571 -608 -5.4% 54,559
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.013 3.933 3.672
R3 3.888 3.808 3.637
R2 3.763 3.763 3.626
R1 3.683 3.683 3.614 3.661
PP 3.638 3.638 3.638 3.627
S1 3.558 3.558 3.592 3.536
S2 3.513 3.513 3.580
S3 3.388 3.433 3.569
S4 3.263 3.308 3.534
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 3.763 3.531 0.232 6.4% 0.103 2.8% 31% False False 10,544
10 3.763 3.309 0.454 12.6% 0.093 2.6% 65% False False 10,953
20 3.763 3.204 0.559 15.5% 0.097 2.7% 71% False False 8,077
40 3.947 3.204 0.743 20.6% 0.095 2.6% 54% False False 6,695
60 4.035 3.204 0.831 23.1% 0.091 2.5% 48% False False 5,334
80 4.035 3.204 0.831 23.1% 0.088 2.4% 48% False False 4,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.249
2.618 4.045
1.618 3.920
1.000 3.843
0.618 3.795
HIGH 3.718
0.618 3.670
0.500 3.656
0.382 3.641
LOW 3.593
0.618 3.516
1.000 3.468
1.618 3.391
2.618 3.266
4.250 3.062
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 3.656 3.678
PP 3.638 3.653
S1 3.621 3.628

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

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