NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 3.328 3.364 0.036 1.1% 3.367
High 3.374 3.413 0.039 1.2% 3.388
Low 3.297 3.315 0.018 0.5% 3.210
Close 3.364 3.387 0.023 0.7% 3.364
Range 0.077 0.098 0.021 27.3% 0.178
ATR 0.085 0.086 0.001 1.1% 0.000
Volume 5,615 5,567 -48 -0.9% 31,813
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.666 3.624 3.441
R3 3.568 3.526 3.414
R2 3.470 3.470 3.405
R1 3.428 3.428 3.396 3.449
PP 3.372 3.372 3.372 3.382
S1 3.330 3.330 3.378 3.351
S2 3.274 3.274 3.369
S3 3.176 3.232 3.360
S4 3.078 3.134 3.333
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 3.855 3.787 3.462
R3 3.677 3.609 3.413
R2 3.499 3.499 3.397
R1 3.431 3.431 3.380 3.376
PP 3.321 3.321 3.321 3.293
S1 3.253 3.253 3.348 3.198
S2 3.143 3.143 3.331
S3 2.965 3.075 3.315
S4 2.787 2.897 3.266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.413 3.210 0.203 6.0% 0.080 2.4% 87% True False 6,300
10 3.459 3.210 0.249 7.4% 0.085 2.5% 71% False False 6,295
20 3.658 3.210 0.448 13.2% 0.078 2.3% 40% False False 7,444
40 3.722 3.210 0.512 15.1% 0.084 2.5% 35% False False 6,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.830
2.618 3.670
1.618 3.572
1.000 3.511
0.618 3.474
HIGH 3.413
0.618 3.376
0.500 3.364
0.382 3.352
LOW 3.315
0.618 3.254
1.000 3.217
1.618 3.156
2.618 3.058
4.250 2.899
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 3.379 3.371
PP 3.372 3.355
S1 3.364 3.339

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

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