NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 3.800 3.801 0.001 0.0% 3.643
High 3.811 3.828 0.017 0.4% 3.796
Low 3.758 3.787 0.029 0.8% 3.613
Close 3.810 3.800 -0.010 -0.3% 3.793
Range 0.053 0.041 -0.012 -22.6% 0.183
ATR 0.082 0.079 -0.003 -3.6% 0.000
Volume 9,560 7,975 -1,585 -16.6% 42,975
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 3.928 3.905 3.823
R3 3.887 3.864 3.811
R2 3.846 3.846 3.808
R1 3.823 3.823 3.804 3.814
PP 3.805 3.805 3.805 3.801
S1 3.782 3.782 3.796 3.773
S2 3.764 3.764 3.792
S3 3.723 3.741 3.789
S4 3.682 3.700 3.777
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.283 4.221 3.894
R3 4.100 4.038 3.843
R2 3.917 3.917 3.827
R1 3.855 3.855 3.810 3.886
PP 3.734 3.734 3.734 3.750
S1 3.672 3.672 3.776 3.703
S2 3.551 3.551 3.759
S3 3.368 3.489 3.743
S4 3.185 3.306 3.692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.828 3.652 0.176 4.6% 0.067 1.8% 84% True False 8,734
10 3.828 3.595 0.233 6.1% 0.077 2.0% 88% True False 8,353
20 3.828 3.420 0.408 10.7% 0.076 2.0% 93% True False 6,852
40 3.832 3.420 0.412 10.8% 0.078 2.1% 92% False False 5,907
60 3.832 3.350 0.482 12.7% 0.079 2.1% 93% False False 4,861
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.002
2.618 3.935
1.618 3.894
1.000 3.869
0.618 3.853
HIGH 3.828
0.618 3.812
0.500 3.808
0.382 3.803
LOW 3.787
0.618 3.762
1.000 3.746
1.618 3.721
2.618 3.680
4.250 3.613
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 3.808 3.793
PP 3.805 3.786
S1 3.803 3.780

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

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