NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	3.223	3.264	0.041	1.3%	3.339
High	3.294	3.343	0.049	1.5%	3.459
Low	3.210	3.264	0.054	1.7%	3.336
Close	3.286	3.335	0.049	1.5%	3.355
Range	0.084	0.079	-0.005	-6.0%	0.123
ATR	0.086	0.086	-0.001	-0.6%	0.000
Volume	7,221	6,998	-223	-3.1%	32,139

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.551	3.522	3.378
R3	3.472	3.443	3.357
R2	3.393	3.393	3.349
R1	3.364	3.364	3.342	3.379
PP	3.314	3.314	3.314	3.321
S1	3.285	3.285	3.328	3.300
S2	3.235	3.235	3.321
S3	3.156	3.206	3.313
S4	3.077	3.127	3.292

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	3.437	3.210	0.227	6.8%	0.082	2.4%	55%	False	False	7,229
10	3.459	3.210	0.249	7.5%	0.082	2.5%	50%	False	False	6,685
20	3.658	3.210	0.448	13.4%	0.078	2.3%	28%	False	False	7,538
40	3.722	3.210	0.512	15.4%	0.086	2.6%	24%	False	False	6,895

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	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.679
2.618	3.550
1.618	3.471
1.000	3.422
0.618	3.392
HIGH	3.343
0.618	3.313
0.500	3.304
0.382	3.294
LOW	3.264
0.618	3.215
1.000	3.185
1.618	3.136
2.618	3.057
4.250	2.928

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	3.325	3.316
PP	3.314	3.296
S1	3.304	3.277

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