NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 3.654 3.647 -0.007 -0.2% 3.737
High 3.665 3.647 -0.018 -0.5% 3.841
Low 3.600 3.584 -0.016 -0.4% 3.674
Close 3.642 3.596 -0.046 -1.3% 3.713
Range 0.065 0.063 -0.002 -3.1% 0.167
ATR 0.097 0.094 -0.002 -2.5% 0.000
Volume 5,169 7,442 2,273 44.0% 23,824
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.798 3.760 3.631
R3 3.735 3.697 3.613
R2 3.672 3.672 3.608
R1 3.634 3.634 3.602 3.622
PP 3.609 3.609 3.609 3.603
S1 3.571 3.571 3.590 3.559
S2 3.546 3.546 3.584
S3 3.483 3.508 3.579
S4 3.420 3.445 3.561
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.244 4.145 3.805
R3 4.077 3.978 3.759
R2 3.910 3.910 3.744
R1 3.811 3.811 3.728 3.777
PP 3.743 3.743 3.743 3.726
S1 3.644 3.644 3.698 3.610
S2 3.576 3.576 3.682
S3 3.409 3.477 3.667
S4 3.242 3.310 3.621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.841 3.584 0.257 7.1% 0.086 2.4% 5% False True 5,544
10 3.942 3.584 0.358 10.0% 0.083 2.3% 3% False True 4,660
20 4.077 3.584 0.493 13.7% 0.085 2.4% 2% False True 3,579
40 4.077 3.584 0.493 13.7% 0.082 2.3% 2% False True 2,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.915
2.618 3.812
1.618 3.749
1.000 3.710
0.618 3.686
HIGH 3.647
0.618 3.623
0.500 3.616
0.382 3.608
LOW 3.584
0.618 3.545
1.000 3.521
1.618 3.482
2.618 3.419
4.250 3.316
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 3.616 3.702
PP 3.609 3.666
S1 3.603 3.631

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

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