NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 4.056 4.050 -0.006 -0.1% 3.800
High 4.069 4.118 0.049 1.2% 4.027
Low 4.009 3.998 -0.011 -0.3% 3.758
Close 4.065 4.049 -0.016 -0.4% 4.003
Range 0.060 0.120 0.060 100.0% 0.269
ATR 0.082 0.085 0.003 3.3% 0.000
Volume 8,622 6,167 -2,455 -28.5% 58,145
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.415 4.352 4.115
R3 4.295 4.232 4.082
R2 4.175 4.175 4.071
R1 4.112 4.112 4.060 4.084
PP 4.055 4.055 4.055 4.041
S1 3.992 3.992 4.038 3.964
S2 3.935 3.935 4.027
S3 3.815 3.872 4.016
S4 3.695 3.752 3.983
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 4.118 3.960 0.158 3.9% 0.086 2.1% 56% True False 12,415
10 4.118 3.731 0.387 9.6% 0.078 1.9% 82% True False 11,516
20 4.118 3.490 0.628 15.5% 0.079 1.9% 89% True False 9,226
40 4.118 3.420 0.698 17.2% 0.080 2.0% 90% True False 7,245
60 4.118 3.350 0.768 19.0% 0.081 2.0% 91% True False 6,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.628
2.618 4.432
1.618 4.312
1.000 4.238
0.618 4.192
HIGH 4.118
0.618 4.072
0.500 4.058
0.382 4.044
LOW 3.998
0.618 3.924
1.000 3.878
1.618 3.804
2.618 3.684
4.250 3.488
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 4.058 4.058
PP 4.055 4.055
S1 4.052 4.052

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

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