NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 3.552 3.526 -0.026 -0.7% 3.225
High 3.552 3.550 -0.002 -0.1% 3.552
Low 3.454 3.440 -0.014 -0.4% 3.224
Close 3.521 3.466 -0.055 -1.6% 3.466
Range 0.098 0.110 0.012 12.2% 0.328
ATR 0.094 0.096 0.001 1.2% 0.000
Volume 21,362 15,298 -6,064 -28.4% 97,523
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.815 3.751 3.527
R3 3.705 3.641 3.496
R2 3.595 3.595 3.486
R1 3.531 3.531 3.476 3.508
PP 3.485 3.485 3.485 3.474
S1 3.421 3.421 3.456 3.398
S2 3.375 3.375 3.446
S3 3.265 3.311 3.436
S4 3.155 3.201 3.406
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.398 4.260 3.646
R3 4.070 3.932 3.556
R2 3.742 3.742 3.526
R1 3.604 3.604 3.496 3.673
PP 3.414 3.414 3.414 3.449
S1 3.276 3.276 3.436 3.345
S2 3.086 3.086 3.406
S3 2.758 2.948 3.376
S4 2.430 2.620 3.286
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 9.5% 0.120 3.5% 74% False False 19,504
10 3.552 3.224 0.328 9.5% 0.100 2.9% 74% False False 13,181
20 3.552 3.210 0.342 9.9% 0.091 2.6% 75% False False 9,933
40 3.722 3.210 0.512 14.8% 0.087 2.5% 50% False False 8,750
60 3.722 3.210 0.512 14.8% 0.089 2.6% 50% False False 7,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.018
2.618 3.838
1.618 3.728
1.000 3.660
0.618 3.618
HIGH 3.550
0.618 3.508
0.500 3.495
0.382 3.482
LOW 3.440
0.618 3.372
1.000 3.330
1.618 3.262
2.618 3.152
4.250 2.973
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 3.495 3.496
PP 3.485 3.486
S1 3.476 3.476

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

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