NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 04-Mar-2013

Day Change Summary
	Previous	Current
	01-Mar-2013	04-Mar-2013	Change	Change %	Previous Week
Open	3.674	3.643	-0.031	-0.8%	3.601
High	3.694	3.715	0.021	0.6%	3.721
Low	3.642	3.613	-0.029	-0.8%	3.595
Close	3.648	3.708	0.060	1.6%	3.648
Range	0.052	0.102	0.050	96.2%	0.126
ATR	0.084	0.086	0.001	1.5%	0.000
Volume	7,011	8,525	1,514	21.6%	33,475

Daily Pivots for day following 04-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.985	3.948	3.764
R3	3.883	3.846	3.736
R2	3.781	3.781	3.727
R1	3.744	3.744	3.717	3.763
PP	3.679	3.679	3.679	3.688
S1	3.642	3.642	3.699	3.661
S2	3.577	3.577	3.689
S3	3.475	3.540	3.680
S4	3.373	3.438	3.652

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.033	3.966	3.717
R3	3.907	3.840	3.683
R2	3.781	3.781	3.671
R1	3.714	3.714	3.660	3.748
PP	3.655	3.655	3.655	3.671
S1	3.588	3.588	3.636	3.622
S2	3.529	3.529	3.625
S3	3.403	3.462	3.613
S4	3.277	3.336	3.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.721	3.595	0.126	3.4%	0.088	2.4%	90%	False	False	7,568
10	3.721	3.420	0.301	8.1%	0.080	2.2%	96%	False	False	5,932
20	3.721	3.420	0.301	8.1%	0.079	2.1%	96%	False	False	6,210
40	3.832	3.385	0.447	12.1%	0.080	2.2%	72%	False	False	5,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.149
2.618	3.982
1.618	3.880
1.000	3.817
0.618	3.778
HIGH	3.715
0.618	3.676
0.500	3.664
0.382	3.652
LOW	3.613
0.618	3.550
1.000	3.511
1.618	3.448
2.618	3.346
4.250	3.180

Fisher Pivots for day following 04-Mar-2013
Pivot	1 day	3 day
R1	3.693	3.690
PP	3.679	3.673
S1	3.664	3.655

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols