NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 3.408 3.499 0.091 2.7% 3.518
High 3.504 3.529 0.025 0.7% 3.559
Low 3.382 3.476 0.094 2.8% 3.384
Close 3.501 3.497 -0.004 -0.1% 3.404
Range 0.122 0.053 -0.069 -56.6% 0.175
ATR 0.093 0.090 -0.003 -3.1% 0.000
Volume 16,467 15,711 -756 -4.6% 88,831
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.660 3.631 3.526
R3 3.607 3.578 3.512
R2 3.554 3.554 3.507
R1 3.525 3.525 3.502 3.513
PP 3.501 3.501 3.501 3.495
S1 3.472 3.472 3.492 3.460
S2 3.448 3.448 3.487
S3 3.395 3.419 3.482
S4 3.342 3.366 3.468
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.974 3.864 3.500
R3 3.799 3.689 3.452
R2 3.624 3.624 3.436
R1 3.514 3.514 3.420 3.482
PP 3.449 3.449 3.449 3.433
S1 3.339 3.339 3.388 3.307
S2 3.274 3.274 3.372
S3 3.099 3.164 3.356
S4 2.924 2.989 3.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.559 3.382 0.177 5.1% 0.090 2.6% 65% False False 18,475
10 3.676 3.382 0.294 8.4% 0.084 2.4% 39% False False 16,516
20 3.768 3.382 0.386 11.0% 0.087 2.5% 30% False False 13,553
40 3.810 3.336 0.474 13.6% 0.087 2.5% 34% False False 10,505
60 4.077 3.336 0.741 21.2% 0.086 2.5% 22% False False 8,610
80 4.077 3.336 0.741 21.2% 0.085 2.4% 22% False False 6,998
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.754
2.618 3.668
1.618 3.615
1.000 3.582
0.618 3.562
HIGH 3.529
0.618 3.509
0.500 3.503
0.382 3.496
LOW 3.476
0.618 3.443
1.000 3.423
1.618 3.390
2.618 3.337
4.250 3.251
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 3.503 3.483
PP 3.501 3.469
S1 3.499 3.456

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

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