NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 4.023 4.056 0.033 0.8% 3.800
High 4.082 4.069 -0.013 -0.3% 4.027
Low 4.000 4.009 0.009 0.2% 3.758
Close 4.080 4.065 -0.015 -0.4% 4.003
Range 0.082 0.060 -0.022 -26.8% 0.269
ATR 0.083 0.082 -0.001 -1.0% 0.000
Volume 10,516 8,622 -1,894 -18.0% 58,145
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.228 4.206 4.098
R3 4.168 4.146 4.082
R2 4.108 4.108 4.076
R1 4.086 4.086 4.071 4.097
PP 4.048 4.048 4.048 4.053
S1 4.026 4.026 4.060 4.037
S2 3.988 3.988 4.054
S3 3.928 3.966 4.049
S4 3.868 3.906 4.032
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 4.084 3.828 0.256 6.3% 0.087 2.1% 93% False False 13,252
10 4.084 3.660 0.424 10.4% 0.077 1.9% 96% False False 11,611
20 4.084 3.479 0.605 14.9% 0.077 1.9% 97% False False 9,093
40 4.084 3.420 0.664 16.3% 0.079 1.9% 97% False False 7,224
60 4.084 3.350 0.734 18.1% 0.080 2.0% 97% False False 5,956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.324
2.618 4.226
1.618 4.166
1.000 4.129
0.618 4.106
HIGH 4.069
0.618 4.046
0.500 4.039
0.382 4.032
LOW 4.009
0.618 3.972
1.000 3.949
1.618 3.912
2.618 3.852
4.250 3.754
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 4.056 4.054
PP 4.048 4.044
S1 4.039 4.033

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

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