NYMEX Natural Gas Future May 2013


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 3.453 3.466 0.013 0.4% 3.462
High 3.455 3.466 0.011 0.3% 3.526
Low 3.418 3.437 0.019 0.6% 3.418
Close 3.442 3.440 -0.002 -0.1% 3.440
Range 0.037 0.029 -0.008 -21.6% 0.108
ATR 0.070 0.067 -0.003 -4.2% 0.000
Volume 295 389 94 31.9% 1,701
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.535 3.516 3.456
R3 3.506 3.487 3.448
R2 3.477 3.477 3.445
R1 3.458 3.458 3.443 3.453
PP 3.448 3.448 3.448 3.445
S1 3.429 3.429 3.437 3.424
S2 3.419 3.419 3.435
S3 3.390 3.400 3.432
S4 3.361 3.371 3.424
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.785 3.721 3.499
R3 3.677 3.613 3.470
R2 3.569 3.569 3.460
R1 3.505 3.505 3.450 3.483
PP 3.461 3.461 3.461 3.451
S1 3.397 3.397 3.430 3.375
S2 3.353 3.353 3.420
S3 3.245 3.289 3.410
S4 3.137 3.181 3.381
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% 0.043 1.3% 20% False False 340
10 3.526 3.301 0.225 6.5% 0.052 1.5% 62% False False 373
20 3.693 3.275 0.418 12.2% 0.055 1.6% 39% False False 680
40 3.750 3.275 0.475 13.8% 0.062 1.8% 35% False False 564
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.589
2.618 3.542
1.618 3.513
1.000 3.495
0.618 3.484
HIGH 3.466
0.618 3.455
0.500 3.452
0.382 3.448
LOW 3.437
0.618 3.419
1.000 3.408
1.618 3.390
2.618 3.361
4.250 3.314
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 3.452 3.448
PP 3.448 3.445
S1 3.444 3.443

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

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