NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 4.013 4.083 0.070 1.7% 3.798
High 4.087 4.083 -0.004 -0.1% 4.040
Low 4.003 4.009 0.006 0.1% 3.756
Close 4.086 4.071 -0.015 -0.4% 4.008
Range 0.084 0.074 -0.010 -11.9% 0.284
ATR 0.086 0.085 -0.001 -0.7% 0.000
Volume 16,650 11,264 -5,386 -32.3% 71,373
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.276 4.248 4.112
R3 4.202 4.174 4.091
R2 4.128 4.128 4.085
R1 4.100 4.100 4.078 4.077
PP 4.054 4.054 4.054 4.043
S1 4.026 4.026 4.064 4.003
S2 3.980 3.980 4.057
S3 3.906 3.952 4.051
S4 3.832 3.878 4.030
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 3.839 0.255 6.3% 0.091 2.2% 91% False False 17,153
10 4.094 3.648 0.446 11.0% 0.079 1.9% 95% False False 14,577
20 4.094 3.473 0.621 15.3% 0.080 2.0% 96% False False 11,705
40 4.094 3.404 0.690 16.9% 0.082 2.0% 97% False False 8,651
60 4.094 3.365 0.729 17.9% 0.080 2.0% 97% False False 6,938
80 4.094 3.365 0.729 17.9% 0.078 1.9% 97% False False 5,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.398
2.618 4.277
1.618 4.203
1.000 4.157
0.618 4.129
HIGH 4.083
0.618 4.055
0.500 4.046
0.382 4.037
LOW 4.009
0.618 3.963
1.000 3.935
1.618 3.889
2.618 3.815
4.250 3.695
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 4.063 4.061
PP 4.054 4.052
S1 4.046 4.042

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

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