NYMEX Natural Gas Future April 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	3.540	3.519	-0.021	-0.6%	3.229
High	3.545	3.550	0.005	0.1%	3.550
Low	3.447	3.431	-0.016	-0.5%	3.224
Close	3.514	3.462	-0.052	-1.5%	3.462
Range	0.098	0.119	0.021	21.4%	0.326
ATR	0.094	0.096	0.002	1.9%	0.000
Volume	23,256	19,492	-3,764	-16.2%	116,788

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.838	3.769	3.527
R3	3.719	3.650	3.495
R2	3.600	3.600	3.484
R1	3.531	3.531	3.473	3.506
PP	3.481	3.481	3.481	3.469
S1	3.412	3.412	3.451	3.387
S2	3.362	3.362	3.440
S3	3.243	3.293	3.429
S4	3.124	3.174	3.397

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.252	3.641
R3	4.064	3.926	3.552
R2	3.738	3.738	3.522
R1	3.600	3.600	3.492	3.669
PP	3.412	3.412	3.412	3.447
S1	3.274	3.274	3.432	3.343
S2	3.086	3.086	3.402
S3	2.760	2.948	3.372
S4	2.434	2.622	3.283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.550	3.224	0.326	9.4%	0.123	3.5%	73%	True	False	23,357
10	3.550	3.224	0.326	9.4%	0.095	2.7%	73%	True	False	16,448
20	3.550	3.205	0.345	10.0%	0.090	2.6%	74%	True	False	12,257
40	3.690	3.205	0.485	14.0%	0.090	2.6%	53%	False	False	11,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.056
2.618	3.862
1.618	3.743
1.000	3.669
0.618	3.624
HIGH	3.550
0.618	3.505
0.500	3.491
0.382	3.476
LOW	3.431
0.618	3.357
1.000	3.312
1.618	3.238
2.618	3.119
4.250	2.925

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	3.491	3.491
PP	3.481	3.481
S1	3.472	3.472

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols