NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 3.225 3.343 0.118 3.7% 3.364
High 3.363 3.471 0.108 3.2% 3.413
Low 3.224 3.324 0.100 3.1% 3.230
Close 3.346 3.463 0.117 3.5% 3.245
Range 0.139 0.147 0.008 5.8% 0.183
ATR 0.089 0.093 0.004 4.6% 0.000
Volume 9,772 17,333 7,561 77.4% 28,680
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.860 3.809 3.544
R3 3.713 3.662 3.503
R2 3.566 3.566 3.490
R1 3.515 3.515 3.476 3.541
PP 3.419 3.419 3.419 3.432
S1 3.368 3.368 3.450 3.394
S2 3.272 3.272 3.436
S3 3.125 3.221 3.423
S4 2.978 3.074 3.382
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.845 3.728 3.346
R3 3.662 3.545 3.295
R2 3.479 3.479 3.279
R1 3.362 3.362 3.262 3.329
PP 3.296 3.296 3.296 3.280
S1 3.179 3.179 3.228 3.146
S2 3.113 3.113 3.211
S3 2.930 2.996 3.195
S4 2.747 2.813 3.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.471 3.224 0.247 7.1% 0.103 3.0% 97% True False 10,043
10 3.471 3.210 0.261 7.5% 0.092 2.6% 97% True False 8,171
20 3.479 3.210 0.269 7.8% 0.085 2.5% 94% False False 7,561
40 3.722 3.210 0.512 14.8% 0.085 2.4% 49% False False 7,302
60 3.722 3.210 0.512 14.8% 0.088 2.5% 49% False False 6,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.096
2.618 3.856
1.618 3.709
1.000 3.618
0.618 3.562
HIGH 3.471
0.618 3.415
0.500 3.398
0.382 3.380
LOW 3.324
0.618 3.233
1.000 3.177
1.618 3.086
2.618 2.939
4.250 2.699
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 3.441 3.425
PP 3.419 3.386
S1 3.398 3.348

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

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