NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	3.416	3.447	0.031	0.9%	3.375
High	3.479	3.447	-0.032	-0.9%	3.658
Low	3.405	3.402	-0.003	-0.1%	3.369
Close	3.469	3.408	-0.061	-1.8%	3.456
Range	0.074	0.045	-0.029	-39.2%	0.289
ATR	0.093	0.091	-0.002	-2.0%	0.000
Volume	8,188	8,064	-124	-1.5%	41,397

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.554	3.526	3.433
R3	3.509	3.481	3.420
R2	3.464	3.464	3.416
R1	3.436	3.436	3.412	3.428
PP	3.419	3.419	3.419	3.415
S1	3.391	3.391	3.404	3.383
S2	3.374	3.374	3.400
S3	3.329	3.346	3.396
S4	3.284	3.301	3.383

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.361	4.198	3.615
R3	4.072	3.909	3.535
R2	3.783	3.783	3.509
R1	3.620	3.620	3.482	3.702
PP	3.494	3.494	3.494	3.535
S1	3.331	3.331	3.430	3.413
S2	3.205	3.205	3.403
S3	2.916	3.042	3.377
S4	2.627	2.753	3.297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.658	3.402	0.256	7.5%	0.072	2.1%	2%	False	True	10,623
10	3.658	3.369	0.289	8.5%	0.086	2.5%	13%	False	False	8,337
20	3.722	3.369	0.353	10.4%	0.081	2.4%	11%	False	False	7,534
40	3.722	3.337	0.385	11.3%	0.088	2.6%	18%	False	False	6,313

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	3.638
2.618	3.565
1.618	3.520
1.000	3.492
0.618	3.475
HIGH	3.447
0.618	3.430
0.500	3.425
0.382	3.419
LOW	3.402
0.618	3.374
1.000	3.357
1.618	3.329
2.618	3.284
4.250	3.211

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	3.425	3.441
PP	3.419	3.430
S1	3.414	3.419

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols