NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 4.090 4.190 0.100 2.4% 4.048
High 4.179 4.190 0.011 0.3% 4.118
Low 4.072 4.068 -0.004 -0.1% 3.982
Close 4.155 4.117 -0.038 -0.9% 4.048
Range 0.107 0.122 0.015 14.0% 0.136
ATR 0.091 0.093 0.002 2.5% 0.000
Volume 10,383 14,276 3,893 37.5% 56,725
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.491 4.426 4.184
R3 4.369 4.304 4.151
R2 4.247 4.247 4.139
R1 4.182 4.182 4.128 4.154
PP 4.125 4.125 4.125 4.111
S1 4.060 4.060 4.106 4.032
S2 4.003 4.003 4.095
S3 3.881 3.938 4.083
S4 3.759 3.816 4.050
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.457 4.389 4.123
R3 4.321 4.253 4.085
R2 4.185 4.185 4.073
R1 4.117 4.117 4.060 4.116
PP 4.049 4.049 4.049 4.049
S1 3.981 3.981 4.036 3.980
S2 3.913 3.913 4.023
S3 3.777 3.845 4.011
S4 3.641 3.709 3.973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.190 3.981 0.209 5.1% 0.109 2.7% 65% True False 10,426
10 4.190 3.960 0.230 5.6% 0.098 2.4% 68% True False 11,420
20 4.190 3.613 0.577 14.0% 0.086 2.1% 87% True False 10,235
40 4.190 3.420 0.770 18.7% 0.084 2.0% 91% True False 8,029
60 4.190 3.350 0.840 20.4% 0.085 2.1% 91% True False 6,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.709
2.618 4.509
1.618 4.387
1.000 4.312
0.618 4.265
HIGH 4.190
0.618 4.143
0.500 4.129
0.382 4.115
LOW 4.068
0.618 3.993
1.000 3.946
1.618 3.871
2.618 3.749
4.250 3.550
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 4.129 4.108
PP 4.125 4.099
S1 4.121 4.090

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

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