NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 4.131 4.097 -0.034 -0.8% 4.080
High 4.154 4.105 -0.049 -1.2% 4.200
Low 4.064 4.018 -0.046 -1.1% 3.989
Close 4.092 4.023 -0.069 -1.7% 4.130
Range 0.090 0.087 -0.003 -3.3% 0.211
ATR 0.096 0.095 -0.001 -0.6% 0.000
Volume 13,163 16,341 3,178 24.1% 48,644
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.310 4.253 4.071
R3 4.223 4.166 4.047
R2 4.136 4.136 4.039
R1 4.079 4.079 4.031 4.064
PP 4.049 4.049 4.049 4.041
S1 3.992 3.992 4.015 3.977
S2 3.962 3.962 4.007
S3 3.875 3.905 3.999
S4 3.788 3.818 3.975
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.739 4.646 4.246
R3 4.528 4.435 4.188
R2 4.317 4.317 4.169
R1 4.224 4.224 4.149 4.271
PP 4.106 4.106 4.106 4.130
S1 4.013 4.013 4.111 4.060
S2 3.895 3.895 4.091
S3 3.684 3.802 4.072
S4 3.473 3.591 4.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.200 4.018 0.182 4.5% 0.103 2.6% 3% False True 13,956
10 4.200 3.989 0.211 5.2% 0.103 2.6% 16% False False 12,917
20 4.200 3.646 0.554 13.8% 0.091 2.3% 68% False False 13,693
40 4.200 3.404 0.796 19.8% 0.087 2.2% 78% False False 10,280
60 4.200 3.365 0.835 20.8% 0.086 2.1% 79% False False 8,527
80 4.200 3.365 0.835 20.8% 0.082 2.0% 79% False False 6,992
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.475
2.618 4.333
1.618 4.246
1.000 4.192
0.618 4.159
HIGH 4.105
0.618 4.072
0.500 4.062
0.382 4.051
LOW 4.018
0.618 3.964
1.000 3.931
1.618 3.877
2.618 3.790
4.250 3.648
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 4.062 4.086
PP 4.049 4.065
S1 4.036 4.044

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

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