NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 4.035 4.090 0.055 1.4% 4.048
High 4.104 4.179 0.075 1.8% 4.118
Low 3.990 4.072 0.082 2.1% 3.982
Close 4.084 4.155 0.071 1.7% 4.048
Range 0.114 0.107 -0.007 -6.1% 0.136
ATR 0.089 0.091 0.001 1.4% 0.000
Volume 6,090 10,383 4,293 70.5% 56,725
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.456 4.413 4.214
R3 4.349 4.306 4.184
R2 4.242 4.242 4.175
R1 4.199 4.199 4.165 4.221
PP 4.135 4.135 4.135 4.146
S1 4.092 4.092 4.145 4.114
S2 4.028 4.028 4.135
S3 3.921 3.985 4.126
S4 3.814 3.878 4.096
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.457 4.389 4.123
R3 4.321 4.253 4.085
R2 4.185 4.185 4.073
R1 4.117 4.117 4.060 4.116
PP 4.049 4.049 4.049 4.049
S1 3.981 3.981 4.036 3.980
S2 3.913 3.913 4.023
S3 3.777 3.845 4.011
S4 3.641 3.709 3.973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.179 3.981 0.198 4.8% 0.109 2.6% 88% True False 8,804
10 4.179 3.828 0.351 8.4% 0.098 2.4% 93% True False 11,028
20 4.179 3.595 0.584 14.1% 0.085 2.0% 96% True False 10,078
40 4.179 3.420 0.759 18.3% 0.083 2.0% 97% True False 7,802
60 4.179 3.350 0.829 20.0% 0.085 2.0% 97% True False 6,521
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.634
2.618 4.459
1.618 4.352
1.000 4.286
0.618 4.245
HIGH 4.179
0.618 4.138
0.500 4.126
0.382 4.113
LOW 4.072
0.618 4.006
1.000 3.965
1.618 3.899
2.618 3.792
4.250 3.617
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 4.145 4.130
PP 4.135 4.105
S1 4.126 4.080

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

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