NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 4.055 4.053 -0.002 0.0% 4.054
High 4.131 4.122 -0.009 -0.2% 4.131
Low 4.010 4.039 0.029 0.7% 3.990
Close 4.053 4.055 0.002 0.0% 4.055
Range 0.121 0.083 -0.038 -31.4% 0.141
ATR 0.088 0.087 0.000 -0.4% 0.000
Volume 9,210 15,982 6,772 73.5% 74,264
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.321 4.271 4.101
R3 4.238 4.188 4.078
R2 4.155 4.155 4.070
R1 4.105 4.105 4.063 4.130
PP 4.072 4.072 4.072 4.085
S1 4.022 4.022 4.047 4.047
S2 3.989 3.989 4.040
S3 3.906 3.939 4.032
S4 3.823 3.856 4.009
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.482 4.409 4.133
R3 4.341 4.268 4.094
R2 4.200 4.200 4.081
R1 4.127 4.127 4.068 4.164
PP 4.059 4.059 4.059 4.077
S1 3.986 3.986 4.042 4.023
S2 3.918 3.918 4.029
S3 3.777 3.845 4.016
S4 3.636 3.704 3.977
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.131 3.990 0.141 3.5% 0.093 2.3% 46% False False 14,852
10 4.131 3.756 0.375 9.2% 0.082 2.0% 80% False False 14,563
20 4.131 3.581 0.550 13.6% 0.083 2.1% 86% False False 12,417
40 4.131 3.404 0.727 17.9% 0.082 2.0% 90% False False 9,013
60 4.131 3.365 0.766 18.9% 0.082 2.0% 90% False False 7,280
80 4.131 3.365 0.766 18.9% 0.079 2.0% 90% False False 5,961
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 4.475
2.618 4.339
1.618 4.256
1.000 4.205
0.618 4.173
HIGH 4.122
0.618 4.090
0.500 4.081
0.382 4.071
LOW 4.039
0.618 3.988
1.000 3.956
1.618 3.905
2.618 3.822
4.250 3.686
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 4.081 4.070
PP 4.072 4.065
S1 4.064 4.060

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

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