NYMEX Natural Gas Future October 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 4.003 4.099 0.096 2.4% 4.046
High 4.124 4.187 0.063 1.5% 4.129
Low 3.998 4.093 0.095 2.4% 3.988
Close 4.096 4.165 0.069 1.7% 4.057
Range 0.126 0.094 -0.032 -25.4% 0.141
ATR 0.092 0.092 0.000 0.2% 0.000
Volume 21,590 30,053 8,463 39.2% 222,160
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.430 4.392 4.217
R3 4.336 4.298 4.191
R2 4.242 4.242 4.182
R1 4.204 4.204 4.174 4.223
PP 4.148 4.148 4.148 4.158
S1 4.110 4.110 4.156 4.129
S2 4.054 4.054 4.148
S3 3.960 4.016 4.139
S4 3.866 3.922 4.113
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 4.187 3.989 0.198 4.8% 0.108 2.6% 89% True False 29,510
10 4.187 3.852 0.335 8.0% 0.099 2.4% 93% True False 41,165
20 4.187 3.625 0.562 13.5% 0.088 2.1% 96% True False 36,466
40 4.187 3.440 0.747 17.9% 0.086 2.1% 97% True False 28,804
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.587
2.618 4.433
1.618 4.339
1.000 4.281
0.618 4.245
HIGH 4.187
0.618 4.151
0.500 4.140
0.382 4.129
LOW 4.093
0.618 4.035
1.000 3.999
1.618 3.941
2.618 3.847
4.250 3.694
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 4.157 4.139
PP 4.148 4.114
S1 4.140 4.088

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

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