NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	3.339	3.405	0.066	2.0%	3.413
High	3.428	3.459	0.031	0.9%	3.479
Low	3.336	3.340	0.004	0.1%	3.353
Close	3.425	3.394	-0.031	-0.9%	3.374
Range	0.092	0.119	0.027	29.3%	0.126
ATR	0.087	0.089	0.002	2.6%	0.000
Volume	6,560	3,761	-2,799	-42.7%	43,484

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.755	3.693	3.459
R3	3.636	3.574	3.427
R2	3.517	3.517	3.416
R1	3.455	3.455	3.405	3.427
PP	3.398	3.398	3.398	3.383
S1	3.336	3.336	3.383	3.308
S2	3.279	3.279	3.372
S3	3.160	3.217	3.361
S4	3.041	3.098	3.329

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	3.459	3.336	0.123	3.6%	0.075	2.2%	47%	True	False	6,723
10	3.658	3.336	0.322	9.5%	0.075	2.2%	18%	False	False	8,572
20	3.722	3.336	0.386	11.4%	0.083	2.4%	15%	False	False	7,279
40	3.722	3.336	0.386	11.4%	0.087	2.6%	15%	False	False	6,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.965
2.618	3.771
1.618	3.652
1.000	3.578
0.618	3.533
HIGH	3.459
0.618	3.414
0.500	3.400
0.382	3.385
LOW	3.340
0.618	3.266
1.000	3.221
1.618	3.147
2.618	3.028
4.250	2.834

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	3.400	3.398
PP	3.398	3.396
S1	3.396	3.395

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