NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 26-Mar-2013

Day Change Summary
	Previous	Current
	25-Mar-2013	26-Mar-2013	Change	Change %	Previous Week
Open	4.048	3.988	-0.060	-1.5%	4.001
High	4.094	4.112	0.018	0.4%	4.122
Low	3.973	3.977	0.004	0.1%	3.978
Close	3.977	4.076	0.099	2.5%	4.038
Range	0.121	0.135	0.014	11.6%	0.144
ATR	0.093	0.096	0.003	3.2%	0.000
Volume	26,554	26,973	419	1.6%	165,008

Daily Pivots for day following 26-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.460	4.403	4.150
R3	4.325	4.268	4.113
R2	4.190	4.190	4.101
R1	4.133	4.133	4.088	4.162
PP	4.055	4.055	4.055	4.069
S1	3.998	3.998	4.064	4.027
S2	3.920	3.920	4.051
S3	3.785	3.863	4.039
S4	3.650	3.728	4.002

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.478	4.402	4.117
R3	4.334	4.258	4.078
R2	4.190	4.190	4.064
R1	4.114	4.114	4.051	4.152
PP	4.046	4.046	4.046	4.065
S1	3.970	3.970	4.025	4.008
S2	3.902	3.902	4.012
S3	3.758	3.826	3.998
S4	3.614	3.682	3.959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.122	3.973	0.149	3.7%	0.110	2.7%	69%	False	False	27,467
10	4.122	3.770	0.352	8.6%	0.102	2.5%	87%	False	False	30,414
20	4.122	3.550	0.572	14.0%	0.095	2.3%	92%	False	False	27,591
40	4.122	3.382	0.740	18.2%	0.090	2.2%	94%	False	False	21,233
60	4.122	3.336	0.786	19.3%	0.090	2.2%	94%	False	False	17,040
80	4.122	3.336	0.786	19.3%	0.088	2.2%	94%	False	False	14,108
100	4.122	3.336	0.786	19.3%	0.087	2.1%	94%	False	False	11,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.686
2.618	4.465
1.618	4.330
1.000	4.247
0.618	4.195
HIGH	4.112
0.618	4.060
0.500	4.045
0.382	4.029
LOW	3.977
0.618	3.894
1.000	3.842
1.618	3.759
2.618	3.624
4.250	3.403

Fisher Pivots for day following 26-Mar-2013
Pivot	1 day	3 day
R1	4.066	4.065
PP	4.055	4.054
S1	4.045	4.043

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols