NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 4.095 4.183 0.088 2.1% 4.054
High 4.195 4.200 0.005 0.1% 4.131
Low 4.084 4.076 -0.008 -0.2% 3.990
Close 4.167 4.130 -0.037 -0.9% 4.055
Range 0.111 0.124 0.013 11.7% 0.141
ATR 0.093 0.096 0.002 2.3% 0.000
Volume 9,772 15,939 6,167 63.1% 74,264
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.507 4.443 4.198
R3 4.383 4.319 4.164
R2 4.259 4.259 4.153
R1 4.195 4.195 4.141 4.165
PP 4.135 4.135 4.135 4.121
S1 4.071 4.071 4.119 4.041
S2 4.011 4.011 4.107
S3 3.887 3.947 4.096
S4 3.763 3.823 4.062
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 4.200 3.989 0.211 5.1% 0.112 2.7% 67% True False 12,925
10 4.200 3.964 0.236 5.7% 0.102 2.5% 70% True False 14,692
20 4.200 3.608 0.592 14.3% 0.089 2.2% 88% True False 13,153
40 4.200 3.404 0.796 19.3% 0.087 2.1% 91% True False 9,686
60 4.200 3.365 0.835 20.2% 0.086 2.1% 92% True False 7,947
80 4.200 3.365 0.835 20.2% 0.081 2.0% 92% True False 6,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.727
2.618 4.525
1.618 4.401
1.000 4.324
0.618 4.277
HIGH 4.200
0.618 4.153
0.500 4.138
0.382 4.123
LOW 4.076
0.618 3.999
1.000 3.952
1.618 3.875
2.618 3.751
4.250 3.549
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 4.138 4.120
PP 4.135 4.109
S1 4.133 4.099

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

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