NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 4.080 4.045 -0.035 -0.9% 4.054
High 4.111 4.115 0.004 0.1% 4.131
Low 3.989 3.997 0.008 0.2% 3.990
Close 3.993 4.091 0.098 2.5% 4.055
Range 0.122 0.118 -0.004 -3.3% 0.141
ATR 0.090 0.092 0.002 2.6% 0.000
Volume 10,918 12,015 1,097 10.0% 74,264
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.422 4.374 4.156
R3 4.304 4.256 4.123
R2 4.186 4.186 4.113
R1 4.138 4.138 4.102 4.162
PP 4.068 4.068 4.068 4.080
S1 4.020 4.020 4.080 4.044
S2 3.950 3.950 4.069
S3 3.832 3.902 4.059
S4 3.714 3.784 4.026
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 3.989 0.142 3.5% 0.104 2.5% 72% False False 11,877
10 4.131 3.785 0.346 8.5% 0.096 2.3% 88% False False 14,752
20 4.131 3.581 0.550 13.4% 0.089 2.2% 93% False False 12,851
40 4.131 3.404 0.727 17.8% 0.084 2.1% 94% False False 9,353
60 4.131 3.365 0.766 18.7% 0.085 2.1% 95% False False 7,613
80 4.131 3.365 0.766 18.7% 0.081 2.0% 95% False False 6,219
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 True
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.617
2.618 4.424
1.618 4.306
1.000 4.233
0.618 4.188
HIGH 4.115
0.618 4.070
0.500 4.056
0.382 4.042
LOW 3.997
0.618 3.924
1.000 3.879
1.618 3.806
2.618 3.688
4.250 3.496
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 4.079 4.079
PP 4.068 4.067
S1 4.056 4.056

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

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