NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 3.975 4.054 0.079 2.0% 3.798
High 4.040 4.094 0.054 1.3% 4.040
Low 3.964 3.990 0.026 0.7% 3.756
Close 4.008 4.014 0.006 0.1% 4.008
Range 0.076 0.104 0.028 36.8% 0.284
ATR 0.084 0.086 0.001 1.7% 0.000
Volume 24,013 21,158 -2,855 -11.9% 71,373
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.345 4.283 4.071
R3 4.241 4.179 4.043
R2 4.137 4.137 4.033
R1 4.075 4.075 4.024 4.054
PP 4.033 4.033 4.033 4.022
S1 3.971 3.971 4.004 3.950
S2 3.929 3.929 3.995
S3 3.825 3.867 3.985
S4 3.721 3.763 3.957
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 4.094 3.782 0.312 7.8% 0.080 2.0% 74% True False 16,303
10 4.094 3.646 0.448 11.2% 0.078 1.9% 82% True False 13,795
20 4.094 3.404 0.690 17.2% 0.081 2.0% 88% True False 10,885
40 4.094 3.404 0.690 17.2% 0.083 2.1% 88% True False 8,151
60 4.094 3.365 0.729 18.2% 0.080 2.0% 89% True False 6,534
80 4.094 3.365 0.729 18.2% 0.078 1.9% 89% True False 5,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.536
2.618 4.366
1.618 4.262
1.000 4.198
0.618 4.158
HIGH 4.094
0.618 4.054
0.500 4.042
0.382 4.030
LOW 3.990
0.618 3.926
1.000 3.886
1.618 3.822
2.618 3.718
4.250 3.548
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 4.042 3.998
PP 4.033 3.982
S1 4.023 3.967

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

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