NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 3.393 3.311 -0.082 -2.4% 3.683
High 3.405 3.324 -0.081 -2.4% 3.693
Low 3.350 3.289 -0.061 -1.8% 3.441
Close 3.362 3.314 -0.048 -1.4% 3.487
Range 0.055 0.035 -0.020 -36.4% 0.252
ATR 0.080 0.080 -0.001 -0.7% 0.000
Volume 743 710 -33 -4.4% 7,260
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.414 3.399 3.333
R3 3.379 3.364 3.324
R2 3.344 3.344 3.320
R1 3.329 3.329 3.317 3.337
PP 3.309 3.309 3.309 3.313
S1 3.294 3.294 3.311 3.302
S2 3.274 3.274 3.308
S3 3.239 3.259 3.304
S4 3.204 3.224 3.295
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 3.495 3.289 0.206 6.2% 0.040 1.2% 12% False True 458
10 3.750 3.289 0.461 13.9% 0.056 1.7% 5% False True 1,013
20 3.750 3.289 0.461 13.9% 0.053 1.6% 5% False True 699
40 3.851 3.267 0.584 17.6% 0.070 2.1% 8% False False 749
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 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.473
2.618 3.416
1.618 3.381
1.000 3.359
0.618 3.346
HIGH 3.324
0.618 3.311
0.500 3.307
0.382 3.302
LOW 3.289
0.618 3.267
1.000 3.254
1.618 3.232
2.618 3.197
4.250 3.140
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 3.312 3.358
PP 3.309 3.343
S1 3.307 3.329

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

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