NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 3.428 3.453 0.025 0.7% 3.343
High 3.478 3.455 -0.023 -0.7% 3.492
Low 3.428 3.418 -0.010 -0.3% 3.301
Close 3.478 3.442 -0.036 -1.0% 3.484
Range 0.050 0.037 -0.013 -26.0% 0.191
ATR 0.070 0.070 -0.001 -1.0% 0.000
Volume 366 295 -71 -19.4% 2,034
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.549 3.533 3.462
R3 3.512 3.496 3.452
R2 3.475 3.475 3.449
R1 3.459 3.459 3.445 3.449
PP 3.438 3.438 3.438 3.433
S1 3.422 3.422 3.439 3.412
S2 3.401 3.401 3.435
S3 3.364 3.385 3.432
S4 3.327 3.348 3.422
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.999 3.932 3.589
R3 3.808 3.741 3.537
R2 3.617 3.617 3.519
R1 3.550 3.550 3.502 3.584
PP 3.426 3.426 3.426 3.442
S1 3.359 3.359 3.466 3.393
S2 3.235 3.235 3.449
S3 3.044 3.168 3.431
S4 2.853 2.977 3.379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.526 3.418 0.108 3.1% 0.042 1.2% 22% False True 348
10 3.526 3.301 0.225 6.5% 0.055 1.6% 63% False False 376
20 3.750 3.275 0.475 13.8% 0.057 1.7% 35% False False 702
40 3.750 3.275 0.475 13.8% 0.064 1.9% 35% False False 595
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.612
2.618 3.552
1.618 3.515
1.000 3.492
0.618 3.478
HIGH 3.455
0.618 3.441
0.500 3.437
0.382 3.432
LOW 3.418
0.618 3.395
1.000 3.381
1.618 3.358
2.618 3.321
4.250 3.261
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 3.440 3.454
PP 3.438 3.450
S1 3.437 3.446

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

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