NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 3.693 3.621 -0.072 -1.9% 3.980
High 3.694 3.791 0.097 2.6% 3.980
Low 3.623 3.620 -0.003 -0.1% 3.630
Close 3.639 3.780 0.141 3.9% 3.650
Range 0.071 0.171 0.100 140.8% 0.350
ATR 0.094 0.099 0.006 5.9% 0.000
Volume 2,856 2,940 84 2.9% 16,094
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 4.243 4.183 3.874
R3 4.072 4.012 3.827
R2 3.901 3.901 3.811
R1 3.841 3.841 3.796 3.871
PP 3.730 3.730 3.730 3.746
S1 3.670 3.670 3.764 3.700
S2 3.559 3.559 3.749
S3 3.388 3.499 3.733
S4 3.217 3.328 3.686
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.803 4.577 3.843
R3 4.453 4.227 3.746
R2 4.103 4.103 3.714
R1 3.877 3.877 3.682 3.815
PP 3.753 3.753 3.753 3.723
S1 3.527 3.527 3.618 3.465
S2 3.403 3.403 3.586
S3 3.053 3.177 3.554
S4 2.703 2.827 3.458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.809 3.620 0.189 5.0% 0.105 2.8% 85% False True 4,284
10 4.035 3.620 0.415 11.0% 0.100 2.6% 39% False True 3,275
20 4.035 3.620 0.415 11.0% 0.091 2.4% 39% False True 3,192
40 4.035 3.620 0.415 11.0% 0.086 2.3% 39% False True 2,841
60 4.035 3.479 0.556 14.7% 0.081 2.2% 54% False False 2,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 4.518
2.618 4.239
1.618 4.068
1.000 3.962
0.618 3.897
HIGH 3.791
0.618 3.726
0.500 3.706
0.382 3.685
LOW 3.620
0.618 3.514
1.000 3.449
1.618 3.343
2.618 3.172
4.250 2.893
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 3.755 3.755
PP 3.730 3.730
S1 3.706 3.706

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

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