NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 3.601 3.548 -0.053 -1.5% 3.737
High 3.609 3.567 -0.042 -1.2% 3.841
Low 3.550 3.500 -0.050 -1.4% 3.674
Close 3.566 3.563 -0.003 -0.1% 3.713
Range 0.059 0.067 0.008 13.6% 0.167
ATR 0.092 0.090 -0.002 -1.9% 0.000
Volume 5,789 9,396 3,607 62.3% 23,824
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 3.744 3.721 3.600
R3 3.677 3.654 3.581
R2 3.610 3.610 3.575
R1 3.587 3.587 3.569 3.599
PP 3.543 3.543 3.543 3.549
S1 3.520 3.520 3.557 3.532
S2 3.476 3.476 3.551
S3 3.409 3.453 3.545
S4 3.342 3.386 3.526
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 3.819 3.500 0.319 9.0% 0.072 2.0% 20% False True 7,003
10 3.841 3.500 0.341 9.6% 0.075 2.1% 18% False True 5,499
20 4.077 3.500 0.577 16.2% 0.082 2.3% 11% False True 4,045
40 4.077 3.500 0.577 16.2% 0.082 2.3% 11% False True 3,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.852
2.618 3.742
1.618 3.675
1.000 3.634
0.618 3.608
HIGH 3.567
0.618 3.541
0.500 3.534
0.382 3.526
LOW 3.500
0.618 3.459
1.000 3.433
1.618 3.392
2.618 3.325
4.250 3.215
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 3.553 3.574
PP 3.543 3.570
S1 3.534 3.567

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

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