NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 3.775 3.643 -0.132 -3.5% 3.936
High 3.775 3.668 -0.107 -2.8% 3.943
Low 3.625 3.551 -0.074 -2.0% 3.551
Close 3.641 3.570 -0.071 -2.0% 3.570
Range 0.150 0.117 -0.033 -22.0% 0.392
ATR 0.110 0.110 0.001 0.5% 0.000
Volume 34,655 46,839 12,184 35.2% 152,651
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.947 3.876 3.634
R3 3.830 3.759 3.602
R2 3.713 3.713 3.591
R1 3.642 3.642 3.581 3.619
PP 3.596 3.596 3.596 3.585
S1 3.525 3.525 3.559 3.502
S2 3.479 3.479 3.549
S3 3.362 3.408 3.538
S4 3.245 3.291 3.506
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.864 4.609 3.786
R3 4.472 4.217 3.678
R2 4.080 4.080 3.642
R1 3.825 3.825 3.606 3.757
PP 3.688 3.688 3.688 3.654
S1 3.433 3.433 3.534 3.365
S2 3.296 3.296 3.498
S3 2.904 3.041 3.462
S4 2.512 2.649 3.354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.943 3.551 0.392 11.0% 0.119 3.3% 5% False True 30,530
10 3.997 3.551 0.446 12.5% 0.108 3.0% 4% False True 27,284
20 3.997 3.551 0.446 12.5% 0.107 3.0% 4% False True 26,888
40 3.997 3.551 0.446 12.5% 0.100 2.8% 4% False True 25,204
60 3.997 3.224 0.773 21.7% 0.097 2.7% 45% False False 24,038
80 3.997 3.205 0.792 22.2% 0.094 2.6% 46% False False 20,249
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.165
2.618 3.974
1.618 3.857
1.000 3.785
0.618 3.740
HIGH 3.668
0.618 3.623
0.500 3.610
0.382 3.596
LOW 3.551
0.618 3.479
1.000 3.434
1.618 3.362
2.618 3.245
4.250 3.054
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 3.610 3.698
PP 3.596 3.655
S1 3.583 3.613

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

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