NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 3.821 3.678 -0.143 -3.7% 3.881
High 3.822 3.697 -0.125 -3.3% 3.923
Low 3.647 3.620 -0.027 -0.7% 3.620
Close 3.669 3.646 -0.023 -0.6% 3.646
Range 0.175 0.077 -0.098 -56.0% 0.303
ATR 0.099 0.097 -0.002 -1.6% 0.000
Volume 9,055 22,124 13,069 144.3% 60,667
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 3.885 3.843 3.688
R3 3.808 3.766 3.667
R2 3.731 3.731 3.660
R1 3.689 3.689 3.653 3.672
PP 3.654 3.654 3.654 3.646
S1 3.612 3.612 3.639 3.595
S2 3.577 3.577 3.632
S3 3.500 3.535 3.625
S4 3.423 3.458 3.604
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.639 4.445 3.813
R3 4.336 4.142 3.729
R2 4.033 4.033 3.702
R1 3.839 3.839 3.674 3.785
PP 3.730 3.730 3.730 3.702
S1 3.536 3.536 3.618 3.482
S2 3.427 3.427 3.590
S3 3.124 3.233 3.563
S4 2.821 2.930 3.479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.923 3.620 0.303 8.3% 0.100 2.7% 9% False True 12,133
10 4.070 3.620 0.450 12.3% 0.091 2.5% 6% False True 10,865
20 4.127 3.620 0.507 13.9% 0.086 2.4% 5% False True 11,817
40 4.442 3.620 0.822 22.5% 0.091 2.5% 3% False True 10,347
60 4.594 3.620 0.974 26.7% 0.100 2.7% 3% False True 10,157
80 4.594 3.620 0.974 26.7% 0.095 2.6% 3% False True 9,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.024
2.618 3.899
1.618 3.822
1.000 3.774
0.618 3.745
HIGH 3.697
0.618 3.668
0.500 3.659
0.382 3.649
LOW 3.620
0.618 3.572
1.000 3.543
1.618 3.495
2.618 3.418
4.250 3.293
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 3.659 3.726
PP 3.654 3.699
S1 3.650 3.673

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

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