NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 3.463 3.436 -0.027 -0.8% 3.225
High 3.510 3.488 -0.022 -0.6% 3.552
Low 3.424 3.410 -0.014 -0.4% 3.224
Close 3.434 3.419 -0.015 -0.4% 3.466
Range 0.086 0.078 -0.008 -9.3% 0.328
ATR 0.095 0.094 -0.001 -1.3% 0.000
Volume 16,881 11,395 -5,486 -32.5% 97,523
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.673 3.624 3.462
R3 3.595 3.546 3.440
R2 3.517 3.517 3.433
R1 3.468 3.468 3.426 3.454
PP 3.439 3.439 3.439 3.432
S1 3.390 3.390 3.412 3.376
S2 3.361 3.361 3.405
S3 3.283 3.312 3.398
S4 3.205 3.234 3.376
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 3.410 0.142 4.2% 0.095 2.8% 6% False True 19,738
10 3.552 3.224 0.328 9.6% 0.099 2.9% 59% False False 14,891
20 3.552 3.210 0.342 10.0% 0.092 2.7% 61% False False 10,593
40 3.722 3.210 0.512 15.0% 0.087 2.5% 41% False False 9,071
60 3.722 3.210 0.512 15.0% 0.088 2.6% 41% False False 7,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.820
2.618 3.692
1.618 3.614
1.000 3.566
0.618 3.536
HIGH 3.488
0.618 3.458
0.500 3.449
0.382 3.440
LOW 3.410
0.618 3.362
1.000 3.332
1.618 3.284
2.618 3.206
4.250 3.079
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 3.449 3.480
PP 3.439 3.460
S1 3.429 3.439

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

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