NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 4.072 3.928 -0.144 -3.5% 4.059
High 4.072 3.960 -0.112 -2.8% 4.127
Low 3.926 3.915 -0.011 -0.3% 3.915
Close 3.931 3.944 0.013 0.3% 3.944
Range 0.146 0.045 -0.101 -69.2% 0.212
ATR 0.101 0.097 -0.004 -4.0% 0.000
Volume 9,204 14,835 5,631 61.2% 49,787
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.075 4.054 3.969
R3 4.030 4.009 3.956
R2 3.985 3.985 3.952
R1 3.964 3.964 3.948 3.975
PP 3.940 3.940 3.940 3.945
S1 3.919 3.919 3.940 3.930
S2 3.895 3.895 3.936
S3 3.850 3.874 3.932
S4 3.805 3.829 3.919
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.631 4.500 4.061
R3 4.419 4.288 4.002
R2 4.207 4.207 3.983
R1 4.076 4.076 3.963 4.036
PP 3.995 3.995 3.995 3.975
S1 3.864 3.864 3.925 3.824
S2 3.783 3.783 3.905
S3 3.571 3.652 3.886
S4 3.359 3.440 3.827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.127 3.915 0.212 5.4% 0.072 1.8% 14% False True 9,957
10 4.442 3.915 0.527 13.4% 0.093 2.4% 6% False True 9,210
20 4.442 3.915 0.527 13.4% 0.092 2.3% 6% False True 9,236
40 4.594 3.915 0.679 17.2% 0.103 2.6% 4% False True 9,342
60 4.594 3.915 0.679 17.2% 0.099 2.5% 4% False True 9,357
80 4.594 3.562 1.032 26.2% 0.092 2.3% 37% False False 8,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.151
2.618 4.078
1.618 4.033
1.000 4.005
0.618 3.988
HIGH 3.960
0.618 3.943
0.500 3.938
0.382 3.932
LOW 3.915
0.618 3.887
1.000 3.870
1.618 3.842
2.618 3.797
4.250 3.724
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 3.942 4.015
PP 3.940 3.991
S1 3.938 3.968

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

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