NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 4.055 4.056 0.001 0.0% 4.046
High 4.129 4.123 -0.006 -0.1% 4.129
Low 4.012 4.043 0.031 0.8% 3.988
Close 4.058 4.057 -0.001 0.0% 4.057
Range 0.117 0.080 -0.037 -31.6% 0.141
ATR 0.087 0.086 0.000 -0.5% 0.000
Volume 27,860 44,195 16,335 58.6% 222,160
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.314 4.266 4.101
R3 4.234 4.186 4.079
R2 4.154 4.154 4.072
R1 4.106 4.106 4.064 4.130
PP 4.074 4.074 4.074 4.087
S1 4.026 4.026 4.050 4.050
S2 3.994 3.994 4.042
S3 3.914 3.946 4.035
S4 3.834 3.866 4.013
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.481 4.410 4.135
R3 4.340 4.269 4.096
R2 4.199 4.199 4.083
R1 4.128 4.128 4.070 4.164
PP 4.058 4.058 4.058 4.076
S1 3.987 3.987 4.044 4.023
S2 3.917 3.917 4.031
S3 3.776 3.846 4.018
S4 3.635 3.705 3.979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.129 3.988 0.141 3.5% 0.093 2.3% 49% False False 44,432
10 4.129 3.786 0.343 8.5% 0.081 2.0% 79% False False 43,233
20 4.129 3.621 0.508 12.5% 0.084 2.1% 86% False False 35,705
40 4.129 3.440 0.689 17.0% 0.083 2.0% 90% False False 28,394
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.463
2.618 4.332
1.618 4.252
1.000 4.203
0.618 4.172
HIGH 4.123
0.618 4.092
0.500 4.083
0.382 4.074
LOW 4.043
0.618 3.994
1.000 3.963
1.618 3.914
2.618 3.834
4.250 3.703
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 4.083 4.070
PP 4.074 4.066
S1 4.066 4.061

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

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