NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 4.045 4.095 0.050 1.2% 4.054
High 4.115 4.195 0.080 1.9% 4.131
Low 3.997 4.084 0.087 2.2% 3.990
Close 4.091 4.167 0.076 1.9% 4.055
Range 0.118 0.111 -0.007 -5.9% 0.141
ATR 0.092 0.093 0.001 1.5% 0.000
Volume 12,015 9,772 -2,243 -18.7% 74,264
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.482 4.435 4.228
R3 4.371 4.324 4.198
R2 4.260 4.260 4.187
R1 4.213 4.213 4.177 4.237
PP 4.149 4.149 4.149 4.160
S1 4.102 4.102 4.157 4.126
S2 4.038 4.038 4.147
S3 3.927 3.991 4.136
S4 3.816 3.880 4.106
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 4.195 3.989 0.206 4.9% 0.111 2.7% 86% True False 11,579
10 4.195 3.839 0.356 8.5% 0.101 2.4% 92% True False 14,366
20 4.195 3.581 0.614 14.7% 0.088 2.1% 95% True False 13,047
40 4.195 3.404 0.791 19.0% 0.086 2.1% 96% True False 9,436
60 4.195 3.365 0.830 19.9% 0.085 2.0% 97% True False 7,726
80 4.195 3.365 0.830 19.9% 0.081 1.9% 97% True False 6,319
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.486
1.618 4.375
1.000 4.306
0.618 4.264
HIGH 4.195
0.618 4.153
0.500 4.140
0.382 4.126
LOW 4.084
0.618 4.015
1.000 3.973
1.618 3.904
2.618 3.793
4.250 3.612
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 4.158 4.142
PP 4.149 4.117
S1 4.140 4.092

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

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