NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 3.777 3.821 0.044 1.2% 3.877
High 3.832 3.822 -0.010 -0.3% 4.070
Low 3.766 3.647 -0.119 -3.2% 3.876
Close 3.823 3.669 -0.154 -4.0% 3.879
Range 0.066 0.175 0.109 165.2% 0.194
ATR 0.093 0.099 0.006 6.4% 0.000
Volume 10,415 9,055 -1,360 -13.1% 47,986
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.238 4.128 3.765
R3 4.063 3.953 3.717
R2 3.888 3.888 3.701
R1 3.778 3.778 3.685 3.746
PP 3.713 3.713 3.713 3.696
S1 3.603 3.603 3.653 3.571
S2 3.538 3.538 3.637
S3 3.363 3.428 3.621
S4 3.188 3.253 3.573
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.524 4.395 3.986
R3 4.330 4.201 3.932
R2 4.136 4.136 3.915
R1 4.007 4.007 3.897 4.072
PP 3.942 3.942 3.942 3.974
S1 3.813 3.813 3.861 3.878
S2 3.748 3.748 3.843
S3 3.554 3.619 3.826
S4 3.360 3.425 3.772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.976 3.647 0.329 9.0% 0.105 2.9% 7% False True 9,296
10 4.070 3.647 0.423 11.5% 0.093 2.5% 5% False True 10,477
20 4.155 3.647 0.508 13.8% 0.086 2.3% 4% False True 11,280
40 4.510 3.647 0.863 23.5% 0.097 2.6% 3% False True 10,049
60 4.594 3.647 0.947 25.8% 0.100 2.7% 2% False True 9,916
80 4.594 3.647 0.947 25.8% 0.095 2.6% 2% False True 9,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4.566
2.618 4.280
1.618 4.105
1.000 3.997
0.618 3.930
HIGH 3.822
0.618 3.755
0.500 3.735
0.382 3.714
LOW 3.647
0.618 3.539
1.000 3.472
1.618 3.364
2.618 3.189
4.250 2.903
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 3.735 3.753
PP 3.713 3.725
S1 3.691 3.697

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

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