NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 3.414 3.497 0.083 2.4% 3.463
High 3.528 3.529 0.001 0.0% 3.528
Low 3.414 3.458 0.044 1.3% 3.383
Close 3.520 3.501 -0.019 -0.5% 3.520
Range 0.114 0.071 -0.043 -37.7% 0.145
ATR 0.090 0.089 -0.001 -1.5% 0.000
Volume 10,017 12,950 2,933 29.3% 59,526
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.709 3.676 3.540
R3 3.638 3.605 3.521
R2 3.567 3.567 3.514
R1 3.534 3.534 3.508 3.551
PP 3.496 3.496 3.496 3.504
S1 3.463 3.463 3.494 3.480
S2 3.425 3.425 3.488
S3 3.354 3.392 3.481
S4 3.283 3.321 3.462
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.912 3.861 3.600
R3 3.767 3.716 3.560
R2 3.622 3.622 3.547
R1 3.571 3.571 3.533 3.597
PP 3.477 3.477 3.477 3.490
S1 3.426 3.426 3.507 3.452
S2 3.332 3.332 3.493
S3 3.187 3.281 3.480
S4 3.042 3.136 3.440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.529 3.383 0.146 4.2% 0.075 2.2% 81% True False 11,119
10 3.552 3.324 0.228 6.5% 0.092 2.6% 78% False False 16,022
20 3.552 3.210 0.342 9.8% 0.090 2.6% 85% False False 11,524
40 3.722 3.210 0.512 14.6% 0.087 2.5% 57% False False 9,565
60 3.722 3.210 0.512 14.6% 0.086 2.5% 57% False False 8,319
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.831
2.618 3.715
1.618 3.644
1.000 3.600
0.618 3.573
HIGH 3.529
0.618 3.502
0.500 3.494
0.382 3.485
LOW 3.458
0.618 3.414
1.000 3.387
1.618 3.343
2.618 3.272
4.250 3.156
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 3.499 3.488
PP 3.496 3.476
S1 3.494 3.463

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

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