NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 3.413 3.393 -0.020 -0.6% 3.683
High 3.427 3.405 -0.022 -0.6% 3.693
Low 3.393 3.350 -0.043 -1.3% 3.441
Close 3.403 3.362 -0.041 -1.2% 3.487
Range 0.034 0.055 0.021 61.8% 0.252
ATR 0.082 0.080 -0.002 -2.4% 0.000
Volume 227 743 516 227.3% 7,260
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.537 3.505 3.392
R3 3.482 3.450 3.377
R2 3.427 3.427 3.372
R1 3.395 3.395 3.367 3.384
PP 3.372 3.372 3.372 3.367
S1 3.340 3.340 3.357 3.329
S2 3.317 3.317 3.352
S3 3.262 3.285 3.347
S4 3.207 3.230 3.332
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 4.296 4.144 3.626
R3 4.044 3.892 3.556
R2 3.792 3.792 3.533
R1 3.640 3.640 3.510 3.590
PP 3.540 3.540 3.540 3.516
S1 3.388 3.388 3.464 3.338
S2 3.288 3.288 3.441
S3 3.036 3.136 3.418
S4 2.784 2.884 3.348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.539 3.350 0.189 5.6% 0.047 1.4% 6% False True 399
10 3.750 3.350 0.400 11.9% 0.061 1.8% 3% False True 965
20 3.750 3.350 0.400 11.9% 0.057 1.7% 3% False True 690
40 3.851 3.267 0.584 17.4% 0.070 2.1% 16% False False 736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.639
2.618 3.549
1.618 3.494
1.000 3.460
0.618 3.439
HIGH 3.405
0.618 3.384
0.500 3.378
0.382 3.371
LOW 3.350
0.618 3.316
1.000 3.295
1.618 3.261
2.618 3.206
4.250 3.116
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 3.378 3.422
PP 3.372 3.402
S1 3.367 3.382

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

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