NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 3.437 3.367 -0.070 -2.0% 3.339
High 3.437 3.388 -0.049 -1.4% 3.459
Low 3.352 3.290 -0.062 -1.8% 3.336
Close 3.355 3.292 -0.063 -1.9% 3.355
Range 0.085 0.098 0.013 15.3% 0.123
ATR 0.088 0.088 0.001 0.9% 0.000
Volume 9,949 5,880 -4,069 -40.9% 32,139
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.617 3.553 3.346
R3 3.519 3.455 3.319
R2 3.421 3.421 3.310
R1 3.357 3.357 3.301 3.340
PP 3.323 3.323 3.323 3.315
S1 3.259 3.259 3.283 3.242
S2 3.225 3.225 3.274
S3 3.127 3.161 3.265
S4 3.029 3.063 3.238
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.752 3.677 3.423
R3 3.629 3.554 3.389
R2 3.506 3.506 3.378
R1 3.431 3.431 3.366 3.469
PP 3.383 3.383 3.383 3.402
S1 3.308 3.308 3.344 3.346
S2 3.260 3.260 3.332
S3 3.137 3.185 3.321
S4 3.014 3.062 3.287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.459 3.290 0.169 5.1% 0.091 2.8% 1% False True 6,291
10 3.479 3.290 0.189 5.7% 0.078 2.4% 1% False True 6,950
20 3.722 3.290 0.432 13.1% 0.085 2.6% 0% False True 7,624
40 3.722 3.290 0.432 13.1% 0.086 2.6% 0% False True 6,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.805
2.618 3.645
1.618 3.547
1.000 3.486
0.618 3.449
HIGH 3.388
0.618 3.351
0.500 3.339
0.382 3.327
LOW 3.290
0.618 3.229
1.000 3.192
1.618 3.131
2.618 3.033
4.250 2.874
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 3.339 3.367
PP 3.323 3.342
S1 3.308 3.317

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

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