NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 3.497 3.516 0.019 0.5% 3.463
High 3.529 3.561 0.032 0.9% 3.528
Low 3.458 3.511 0.053 1.5% 3.383
Close 3.501 3.551 0.050 1.4% 3.520
Range 0.071 0.050 -0.021 -29.6% 0.145
ATR 0.089 0.087 -0.002 -2.3% 0.000
Volume 12,950 10,694 -2,256 -17.4% 59,526
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.691 3.671 3.579
R3 3.641 3.621 3.565
R2 3.591 3.591 3.560
R1 3.571 3.571 3.556 3.581
PP 3.541 3.541 3.541 3.546
S1 3.521 3.521 3.546 3.531
S2 3.491 3.491 3.542
S3 3.441 3.471 3.537
S4 3.391 3.421 3.524
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 3.561 3.383 0.178 5.0% 0.070 2.0% 94% True False 10,978
10 3.561 3.383 0.178 5.0% 0.083 2.3% 94% True False 15,358
20 3.561 3.210 0.351 9.9% 0.087 2.5% 97% True False 11,765
40 3.722 3.210 0.512 14.4% 0.086 2.4% 67% False False 9,694
60 3.722 3.210 0.512 14.4% 0.086 2.4% 67% False False 8,371
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 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.774
2.618 3.692
1.618 3.642
1.000 3.611
0.618 3.592
HIGH 3.561
0.618 3.542
0.500 3.536
0.382 3.530
LOW 3.511
0.618 3.480
1.000 3.461
1.618 3.430
2.618 3.380
4.250 3.299
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 3.546 3.530
PP 3.541 3.509
S1 3.536 3.488

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

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