NYMEX Natural Gas Future December 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 3.988 3.843 -0.145 -3.6% 4.011
High 3.988 3.865 -0.123 -3.1% 4.079
Low 3.820 3.792 -0.028 -0.7% 3.792
Close 3.840 3.813 -0.027 -0.7% 3.813
Range 0.168 0.073 -0.095 -56.5% 0.287
ATR 0.096 0.094 -0.002 -1.7% 0.000
Volume 5,894 16,565 10,671 181.0% 43,120
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.042 4.001 3.853
R3 3.969 3.928 3.833
R2 3.896 3.896 3.826
R1 3.855 3.855 3.820 3.839
PP 3.823 3.823 3.823 3.816
S1 3.782 3.782 3.806 3.766
S2 3.750 3.750 3.800
S3 3.677 3.709 3.793
S4 3.604 3.636 3.773
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.756 4.571 3.971
R3 4.469 4.284 3.892
R2 4.182 4.182 3.866
R1 3.997 3.997 3.839 3.946
PP 3.895 3.895 3.895 3.869
S1 3.710 3.710 3.787 3.659
S2 3.608 3.608 3.760
S3 3.321 3.423 3.734
S4 3.034 3.136 3.655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.079 3.792 0.287 7.5% 0.094 2.5% 7% False True 8,624
10 4.215 3.792 0.423 11.1% 0.092 2.4% 5% False True 7,285
20 4.282 3.792 0.490 12.9% 0.083 2.2% 4% False True 7,342
40 4.583 3.792 0.791 20.7% 0.089 2.3% 3% False True 6,652
60 4.744 3.792 0.952 25.0% 0.099 2.6% 2% False True 7,435
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.175
2.618 4.056
1.618 3.983
1.000 3.938
0.618 3.910
HIGH 3.865
0.618 3.837
0.500 3.829
0.382 3.820
LOW 3.792
0.618 3.747
1.000 3.719
1.618 3.674
2.618 3.601
4.250 3.482
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 3.829 3.895
PP 3.823 3.868
S1 3.818 3.840

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

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