NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 3.428 3.405 -0.023 -0.7% 3.229
High 3.481 3.453 -0.028 -0.8% 3.550
Low 3.405 3.392 -0.013 -0.4% 3.224
Close 3.416 3.414 -0.002 -0.1% 3.462
Range 0.076 0.061 -0.015 -19.7% 0.326
ATR 0.093 0.091 -0.002 -2.5% 0.000
Volume 11,819 13,396 1,577 13.3% 116,788
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.603 3.569 3.448
R3 3.542 3.508 3.431
R2 3.481 3.481 3.425
R1 3.447 3.447 3.420 3.464
PP 3.420 3.420 3.420 3.428
S1 3.386 3.386 3.408 3.403
S2 3.359 3.359 3.403
S3 3.298 3.325 3.397
S4 3.237 3.264 3.380
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 3.392 0.158 4.6% 0.086 2.5% 14% False True 15,868
10 3.550 3.224 0.326 9.5% 0.096 2.8% 58% False False 17,837
20 3.550 3.205 0.345 10.1% 0.090 2.6% 61% False False 13,165
40 3.690 3.205 0.485 14.2% 0.089 2.6% 43% False False 11,185
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 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.712
2.618 3.613
1.618 3.552
1.000 3.514
0.618 3.491
HIGH 3.453
0.618 3.430
0.500 3.423
0.382 3.415
LOW 3.392
0.618 3.354
1.000 3.331
1.618 3.293
2.618 3.232
4.250 3.133
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 3.423 3.444
PP 3.420 3.434
S1 3.417 3.424

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

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