NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 3.368 3.518 0.150 4.5% 3.458
High 3.488 3.548 0.060 1.7% 3.500
Low 3.363 3.493 0.130 3.9% 3.275
Close 3.481 3.519 0.038 1.1% 3.481
Range 0.125 0.055 -0.070 -56.0% 0.225
ATR 0.101 0.099 -0.002 -2.4% 0.000
Volume 10,815 9,898 -917 -8.5% 40,224
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 3.685 3.657 3.549
R3 3.630 3.602 3.534
R2 3.575 3.575 3.529
R1 3.547 3.547 3.524 3.561
PP 3.520 3.520 3.520 3.527
S1 3.492 3.492 3.514 3.506
S2 3.465 3.465 3.509
S3 3.410 3.437 3.504
S4 3.355 3.382 3.489
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.094 4.012 3.605
R3 3.869 3.787 3.543
R2 3.644 3.644 3.522
R1 3.562 3.562 3.502 3.603
PP 3.419 3.419 3.419 3.439
S1 3.337 3.337 3.460 3.378
S2 3.194 3.194 3.440
S3 2.969 3.112 3.419
S4 2.744 2.887 3.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.548 3.275 0.273 7.8% 0.082 2.3% 89% True False 9,040
10 3.617 3.204 0.413 11.7% 0.108 3.1% 76% False False 7,339
20 3.655 3.204 0.451 12.8% 0.094 2.7% 70% False False 6,111
40 4.035 3.204 0.831 23.6% 0.093 2.7% 38% False False 5,297
60 4.035 3.204 0.831 23.6% 0.090 2.6% 38% False False 4,316
80 4.035 3.204 0.831 23.6% 0.085 2.4% 38% False False 3,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3.782
2.618 3.692
1.618 3.637
1.000 3.603
0.618 3.582
HIGH 3.548
0.618 3.527
0.500 3.521
0.382 3.514
LOW 3.493
0.618 3.459
1.000 3.438
1.618 3.404
2.618 3.349
4.250 3.259
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 3.521 3.489
PP 3.520 3.459
S1 3.520 3.429

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

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