NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 3.526 3.463 -0.063 -1.8% 3.225
High 3.550 3.510 -0.040 -1.1% 3.552
Low 3.440 3.424 -0.016 -0.5% 3.224
Close 3.466 3.434 -0.032 -0.9% 3.466
Range 0.110 0.086 -0.024 -21.8% 0.328
ATR 0.096 0.095 -0.001 -0.7% 0.000
Volume 15,298 16,881 1,583 10.3% 97,523
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.714 3.660 3.481
R3 3.628 3.574 3.458
R2 3.542 3.542 3.450
R1 3.488 3.488 3.442 3.472
PP 3.456 3.456 3.456 3.448
S1 3.402 3.402 3.426 3.386
S2 3.370 3.370 3.418
S3 3.284 3.316 3.410
S4 3.198 3.230 3.387
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 3.324 0.228 6.6% 0.109 3.2% 48% False False 20,926
10 3.552 3.224 0.328 9.6% 0.101 2.9% 64% False False 14,308
20 3.552 3.210 0.342 10.0% 0.093 2.7% 65% False False 10,351
40 3.722 3.210 0.512 14.9% 0.087 2.5% 44% False False 8,978
60 3.722 3.210 0.512 14.9% 0.089 2.6% 44% False False 7,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.876
2.618 3.735
1.618 3.649
1.000 3.596
0.618 3.563
HIGH 3.510
0.618 3.477
0.500 3.467
0.382 3.457
LOW 3.424
0.618 3.371
1.000 3.338
1.618 3.285
2.618 3.199
4.250 3.059
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 3.467 3.488
PP 3.456 3.470
S1 3.445 3.452

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

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