NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 3.410 3.361 -0.049 -1.4% 3.413
High 3.433 3.400 -0.033 -1.0% 3.479
Low 3.362 3.353 -0.009 -0.3% 3.353
Close 3.371 3.374 0.003 0.1% 3.374
Range 0.071 0.047 -0.024 -33.8% 0.126
ATR 0.090 0.087 -0.003 -3.4% 0.000
Volume 6,719 8,513 1,794 26.7% 43,484
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.517 3.492 3.400
R3 3.470 3.445 3.387
R2 3.423 3.423 3.383
R1 3.398 3.398 3.378 3.411
PP 3.376 3.376 3.376 3.382
S1 3.351 3.351 3.370 3.364
S2 3.329 3.329 3.365
S3 3.282 3.304 3.361
S4 3.235 3.257 3.348
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.780 3.703 3.443
R3 3.654 3.577 3.409
R2 3.528 3.528 3.397
R1 3.451 3.451 3.386 3.427
PP 3.402 3.402 3.402 3.390
S1 3.325 3.325 3.362 3.301
S2 3.276 3.276 3.351
S3 3.150 3.199 3.339
S4 3.024 3.073 3.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.479 3.353 0.126 3.7% 0.057 1.7% 17% False True 8,696
10 3.658 3.353 0.305 9.0% 0.071 2.1% 7% False True 8,488
20 3.722 3.353 0.369 10.9% 0.081 2.4% 6% False True 7,605
40 3.722 3.337 0.385 11.4% 0.086 2.6% 10% False False 6,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.600
2.618 3.523
1.618 3.476
1.000 3.447
0.618 3.429
HIGH 3.400
0.618 3.382
0.500 3.377
0.382 3.371
LOW 3.353
0.618 3.324
1.000 3.306
1.618 3.277
2.618 3.230
4.250 3.153
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 3.377 3.400
PP 3.376 3.391
S1 3.375 3.383

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

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