NYMEX Natural Gas Future April 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 3.519 3.450 -0.069 -2.0% 3.229
High 3.550 3.495 -0.055 -1.5% 3.550
Low 3.431 3.421 -0.010 -0.3% 3.224
Close 3.462 3.430 -0.032 -0.9% 3.462
Range 0.119 0.074 -0.045 -37.8% 0.326
ATR 0.096 0.094 -0.002 -1.6% 0.000
Volume 19,492 11,378 -8,114 -41.6% 116,788
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.671 3.624 3.471
R3 3.597 3.550 3.450
R2 3.523 3.523 3.444
R1 3.476 3.476 3.437 3.463
PP 3.449 3.449 3.449 3.442
S1 3.402 3.402 3.423 3.389
S2 3.375 3.375 3.416
S3 3.301 3.328 3.410
S4 3.227 3.254 3.389
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 3.321 0.229 6.7% 0.108 3.2% 48% False False 21,973
10 3.550 3.224 0.326 9.5% 0.095 2.8% 63% False False 16,732
20 3.550 3.205 0.345 10.1% 0.091 2.7% 65% False False 12,426
40 3.690 3.205 0.485 14.1% 0.090 2.6% 46% False False 11,310
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 0.019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.810
2.618 3.689
1.618 3.615
1.000 3.569
0.618 3.541
HIGH 3.495
0.618 3.467
0.500 3.458
0.382 3.449
LOW 3.421
0.618 3.375
1.000 3.347
1.618 3.301
2.618 3.227
4.250 3.107
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 3.458 3.486
PP 3.449 3.467
S1 3.439 3.449

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

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