NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 3.848 3.975 0.127 3.3% 3.798
High 3.958 4.040 0.082 2.1% 4.040
Low 3.839 3.964 0.125 3.3% 3.756
Close 3.947 4.008 0.061 1.5% 4.008
Range 0.119 0.076 -0.043 -36.1% 0.284
ATR 0.084 0.084 0.001 0.8% 0.000
Volume 12,680 24,013 11,333 89.4% 71,373
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.232 4.196 4.050
R3 4.156 4.120 4.029
R2 4.080 4.080 4.022
R1 4.044 4.044 4.015 4.062
PP 4.004 4.004 4.004 4.013
S1 3.968 3.968 4.001 3.986
S2 3.928 3.928 3.994
S3 3.852 3.892 3.987
S4 3.776 3.816 3.966
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.787 4.681 4.164
R3 4.503 4.397 4.086
R2 4.219 4.219 4.060
R1 4.113 4.113 4.034 4.166
PP 3.935 3.935 3.935 3.961
S1 3.829 3.829 3.982 3.882
S2 3.651 3.651 3.956
S3 3.367 3.545 3.930
S4 3.083 3.261 3.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.040 3.756 0.284 7.1% 0.070 1.7% 89% True False 14,274
10 4.040 3.608 0.432 10.8% 0.078 1.9% 93% True False 12,912
20 4.040 3.404 0.636 15.9% 0.078 1.9% 95% True False 10,209
40 4.040 3.404 0.636 15.9% 0.083 2.1% 95% True False 7,744
60 4.040 3.365 0.675 16.8% 0.079 2.0% 95% True False 6,212
80 4.094 3.365 0.729 18.2% 0.077 1.9% 88% False False 5,110
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.239
1.618 4.163
1.000 4.116
0.618 4.087
HIGH 4.040
0.618 4.011
0.500 4.002
0.382 3.993
LOW 3.964
0.618 3.917
1.000 3.888
1.618 3.841
2.618 3.765
4.250 3.641
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 4.006 3.976
PP 4.004 3.944
S1 4.002 3.913

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

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