NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 3.789 3.848 0.059 1.6% 3.638
High 3.843 3.958 0.115 3.0% 3.793
Low 3.785 3.839 0.054 1.4% 3.608
Close 3.829 3.947 0.118 3.1% 3.791
Range 0.058 0.119 0.061 105.2% 0.185
ATR 0.080 0.084 0.003 4.4% 0.000
Volume 13,634 12,680 -954 -7.0% 57,755
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.272 4.228 4.012
R3 4.153 4.109 3.980
R2 4.034 4.034 3.969
R1 3.990 3.990 3.958 4.012
PP 3.915 3.915 3.915 3.926
S1 3.871 3.871 3.936 3.893
S2 3.796 3.796 3.925
S3 3.677 3.752 3.914
S4 3.558 3.633 3.882
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.286 4.223 3.893
R3 4.101 4.038 3.842
R2 3.916 3.916 3.825
R1 3.853 3.853 3.808 3.885
PP 3.731 3.731 3.731 3.746
S1 3.668 3.668 3.774 3.700
S2 3.546 3.546 3.757
S3 3.361 3.483 3.740
S4 3.176 3.298 3.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.958 3.729 0.229 5.8% 0.068 1.7% 95% True False 13,219
10 3.958 3.608 0.350 8.9% 0.076 1.9% 97% True False 11,615
20 3.958 3.404 0.554 14.0% 0.081 2.0% 98% True False 9,283
40 3.958 3.404 0.554 14.0% 0.083 2.1% 98% True False 7,341
60 3.958 3.365 0.593 15.0% 0.079 2.0% 98% True False 5,840
80 4.094 3.365 0.729 18.5% 0.078 2.0% 80% False False 4,836
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 False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.464
2.618 4.270
1.618 4.151
1.000 4.077
0.618 4.032
HIGH 3.958
0.618 3.913
0.500 3.899
0.382 3.884
LOW 3.839
0.618 3.765
1.000 3.720
1.618 3.646
2.618 3.527
4.250 3.333
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 3.931 3.921
PP 3.915 3.896
S1 3.899 3.870

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

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