NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 3.442 3.488 0.046 1.3% 3.460
High 3.494 3.545 0.051 1.5% 3.582
Low 3.434 3.487 0.053 1.5% 3.394
Close 3.483 3.544 0.061 1.8% 3.484
Range 0.060 0.058 -0.002 -3.3% 0.188
ATR 0.094 0.092 -0.002 -2.4% 0.000
Volume 5,385 3,101 -2,284 -42.4% 25,873
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 3.699 3.680 3.576
R3 3.641 3.622 3.560
R2 3.583 3.583 3.555
R1 3.564 3.564 3.549 3.574
PP 3.525 3.525 3.525 3.530
S1 3.506 3.506 3.539 3.516
S2 3.467 3.467 3.533
S3 3.409 3.448 3.528
S4 3.351 3.390 3.512
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 4.051 3.955 3.587
R3 3.863 3.767 3.536
R2 3.675 3.675 3.518
R1 3.579 3.579 3.501 3.627
PP 3.487 3.487 3.487 3.511
S1 3.391 3.391 3.467 3.439
S2 3.299 3.299 3.450
S3 3.111 3.203 3.432
S4 2.923 3.015 3.381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.582 3.394 0.188 5.3% 0.091 2.6% 80% False False 5,664
10 3.582 3.337 0.245 6.9% 0.089 2.5% 84% False False 4,729
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 0.027
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.792
2.618 3.697
1.618 3.639
1.000 3.603
0.618 3.581
HIGH 3.545
0.618 3.523
0.500 3.516
0.382 3.509
LOW 3.487
0.618 3.451
1.000 3.429
1.618 3.393
2.618 3.335
4.250 3.241
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 3.535 3.522
PP 3.525 3.501
S1 3.516 3.479

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

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