NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 3.828 3.993 0.165 4.3% 3.800
High 3.953 4.027 0.074 1.9% 4.027
Low 3.828 3.960 0.132 3.4% 3.758
Close 3.942 4.003 0.061 1.5% 4.003
Range 0.125 0.067 -0.058 -46.4% 0.269
ATR 0.081 0.081 0.000 0.4% 0.000
Volume 10,351 17,625 7,274 70.3% 58,145
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.198 4.167 4.040
R3 4.131 4.100 4.021
R2 4.064 4.064 4.015
R1 4.033 4.033 4.009 4.049
PP 3.997 3.997 3.997 4.004
S1 3.966 3.966 3.997 3.982
S2 3.930 3.930 3.991
S3 3.863 3.899 3.985
S4 3.796 3.832 3.966
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.736 4.639 4.151
R3 4.467 4.370 4.077
R2 4.198 4.198 4.052
R1 4.101 4.101 4.028 4.150
PP 3.929 3.929 3.929 3.954
S1 3.832 3.832 3.978 3.881
S2 3.660 3.660 3.954
S3 3.391 3.563 3.929
S4 3.122 3.294 3.855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.027 3.758 0.269 6.7% 0.070 1.7% 91% True False 11,629
10 4.027 3.613 0.414 10.3% 0.076 1.9% 94% True False 10,112
20 4.027 3.420 0.607 15.2% 0.075 1.9% 96% True False 8,035
40 4.027 3.420 0.607 15.2% 0.080 2.0% 96% True False 6,486
60 4.027 3.350 0.677 16.9% 0.079 2.0% 96% True False 5,382
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.312
2.618 4.202
1.618 4.135
1.000 4.094
0.618 4.068
HIGH 4.027
0.618 4.001
0.500 3.994
0.382 3.986
LOW 3.960
0.618 3.919
1.000 3.893
1.618 3.852
2.618 3.785
4.250 3.675
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 4.000 3.970
PP 3.997 3.937
S1 3.994 3.905

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

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