NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 3.520 3.550 0.030 0.9% 3.623
High 3.565 3.658 0.093 2.6% 3.722
Low 3.505 3.518 0.013 0.4% 3.375
Close 3.557 3.553 -0.004 -0.1% 3.401
Range 0.060 0.140 0.080 133.3% 0.347
ATR 0.094 0.097 0.003 3.5% 0.000
Volume 7,054 11,113 4,059 57.5% 35,106
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.996 3.915 3.630
R3 3.856 3.775 3.592
R2 3.716 3.716 3.579
R1 3.635 3.635 3.566 3.676
PP 3.576 3.576 3.576 3.597
S1 3.495 3.495 3.540 3.536
S2 3.436 3.436 3.527
S3 3.296 3.355 3.515
S4 3.156 3.215 3.476
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 4.540 4.318 3.592
R3 4.193 3.971 3.496
R2 3.846 3.846 3.465
R1 3.624 3.624 3.433 3.562
PP 3.499 3.499 3.499 3.468
S1 3.277 3.277 3.369 3.215
S2 3.152 3.152 3.337
S3 2.805 2.930 3.306
S4 2.458 2.583 3.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.658 3.369 0.289 8.1% 0.091 2.6% 64% True False 7,038
10 3.722 3.369 0.353 9.9% 0.095 2.7% 52% False False 6,800
20 3.722 3.369 0.353 9.9% 0.088 2.5% 52% False False 6,515
40 3.722 3.129 0.593 16.7% 0.094 2.6% 72% False False 5,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.253
2.618 4.025
1.618 3.885
1.000 3.798
0.618 3.745
HIGH 3.658
0.618 3.605
0.500 3.588
0.382 3.571
LOW 3.518
0.618 3.431
1.000 3.378
1.618 3.291
2.618 3.151
4.250 2.923
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 3.588 3.563
PP 3.576 3.559
S1 3.565 3.556

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

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