NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 3.343 3.471 0.128 3.8% 3.364
High 3.471 3.552 0.081 2.3% 3.413
Low 3.324 3.447 0.123 3.7% 3.230
Close 3.463 3.550 0.087 2.5% 3.245
Range 0.147 0.105 -0.042 -28.6% 0.183
ATR 0.093 0.094 0.001 0.9% 0.000
Volume 17,333 33,758 16,425 94.8% 28,680
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.831 3.796 3.608
R3 3.726 3.691 3.579
R2 3.621 3.621 3.569
R1 3.586 3.586 3.560 3.604
PP 3.516 3.516 3.516 3.525
S1 3.481 3.481 3.540 3.499
S2 3.411 3.411 3.531
S3 3.306 3.376 3.521
S4 3.201 3.271 3.492
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.845 3.728 3.346
R3 3.662 3.545 3.295
R2 3.479 3.479 3.279
R1 3.362 3.362 3.262 3.329
PP 3.296 3.296 3.296 3.280
S1 3.179 3.179 3.228 3.146
S2 3.113 3.113 3.211
S3 2.930 2.996 3.195
S4 2.747 2.813 3.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.552 3.224 0.328 9.2% 0.110 3.1% 99% True False 15,223
10 3.552 3.210 0.342 9.6% 0.096 2.7% 99% True False 10,937
20 3.552 3.210 0.342 9.6% 0.087 2.4% 99% True False 8,839
40 3.722 3.210 0.512 14.4% 0.085 2.4% 66% False False 8,052
60 3.722 3.210 0.512 14.4% 0.088 2.5% 66% False False 7,130
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.998
2.618 3.827
1.618 3.722
1.000 3.657
0.618 3.617
HIGH 3.552
0.618 3.512
0.500 3.500
0.382 3.487
LOW 3.447
0.618 3.382
1.000 3.342
1.618 3.277
2.618 3.172
4.250 3.001
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 3.533 3.496
PP 3.516 3.442
S1 3.500 3.388

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

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