NYMEX Natural Gas Future November 2013

Trading Metrics calculated at close of trading on 12-Mar-2013

Day Change Summary
	Previous	Current
	11-Mar-2013	12-Mar-2013	Change	Change %	Previous Week
Open	3.924	3.920	-0.004	-0.1%	3.754
High	3.928	3.945	0.017	0.4%	3.915
Low	3.883	3.896	0.013	0.3%	3.754
Close	3.928	3.912	-0.016	-0.4%	3.914
Range	0.045	0.049	0.004	8.9%	0.161
ATR	0.075	0.073	-0.002	-2.5%	0.000
Volume	6,402	3,803	-2,599	-40.6%	28,749

Daily Pivots for day following 12-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.065	4.037	3.939
R3	4.016	3.988	3.925
R2	3.967	3.967	3.921
R1	3.939	3.939	3.916	3.929
PP	3.918	3.918	3.918	3.912
S1	3.890	3.890	3.908	3.880
S2	3.869	3.869	3.903
S3	3.820	3.841	3.899
S4	3.771	3.792	3.885

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.344	4.290	4.003
R3	4.183	4.129	3.958
R2	4.022	4.022	3.944
R1	3.968	3.968	3.929	3.995
PP	3.861	3.861	3.861	3.875
S1	3.807	3.807	3.899	3.834
S2	3.700	3.700	3.884
S3	3.539	3.646	3.870
S4	3.378	3.485	3.825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.945	3.787	0.158	4.0%	0.066	1.7%	79%	True	False	6,322
10	3.945	3.734	0.211	5.4%	0.074	1.9%	84%	True	False	5,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.153
2.618	4.073
1.618	4.024
1.000	3.994
0.618	3.975
HIGH	3.945
0.618	3.926
0.500	3.921
0.382	3.915
LOW	3.896
0.618	3.866
1.000	3.847
1.618	3.817
2.618	3.768
4.250	3.688

Fisher Pivots for day following 12-Mar-2013
Pivot	1 day	3 day
R1	3.921	3.908
PP	3.918	3.905
S1	3.915	3.901

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols