NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 3.819 3.683 -0.136 -3.6% 3.877
High 3.822 3.742 -0.080 -2.1% 3.956
Low 3.701 3.675 -0.026 -0.7% 3.701
Close 3.723 3.719 -0.004 -0.1% 3.723
Range 0.121 0.067 -0.054 -44.6% 0.255
ATR 0.087 0.085 -0.001 -1.6% 0.000
Volume 2,482 3,047 565 22.8% 10,632
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.913 3.883 3.756
R3 3.846 3.816 3.737
R2 3.779 3.779 3.731
R1 3.749 3.749 3.725 3.764
PP 3.712 3.712 3.712 3.720
S1 3.682 3.682 3.713 3.697
S2 3.645 3.645 3.707
S3 3.578 3.615 3.701
S4 3.511 3.548 3.682
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.558 4.396 3.863
R3 4.303 4.141 3.793
R2 4.048 4.048 3.770
R1 3.886 3.886 3.746 3.840
PP 3.793 3.793 3.793 3.770
S1 3.631 3.631 3.700 3.585
S2 3.538 3.538 3.676
S3 3.283 3.376 3.653
S4 3.028 3.121 3.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.933 3.675 0.258 6.9% 0.084 2.2% 17% False True 2,429
10 3.980 3.675 0.305 8.2% 0.083 2.2% 14% False True 2,048
20 4.031 3.675 0.356 9.6% 0.080 2.2% 12% False True 2,481
40 4.031 3.433 0.598 16.1% 0.077 2.1% 48% False False 2,435
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 0.012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.027
2.618 3.917
1.618 3.850
1.000 3.809
0.618 3.783
HIGH 3.742
0.618 3.716
0.500 3.709
0.382 3.701
LOW 3.675
0.618 3.634
1.000 3.608
1.618 3.567
2.618 3.500
4.250 3.390
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 3.716 3.780
PP 3.712 3.759
S1 3.709 3.739

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

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