NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 3.516 3.564 0.048 1.4% 3.463
High 3.561 3.650 0.089 2.5% 3.528
Low 3.511 3.557 0.046 1.3% 3.383
Close 3.551 3.640 0.089 2.5% 3.520
Range 0.050 0.093 0.043 86.0% 0.145
ATR 0.087 0.088 0.001 1.0% 0.000
Volume 10,694 9,523 -1,171 -11.0% 59,526
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.895 3.860 3.691
R3 3.802 3.767 3.666
R2 3.709 3.709 3.657
R1 3.674 3.674 3.649 3.692
PP 3.616 3.616 3.616 3.624
S1 3.581 3.581 3.631 3.599
S2 3.523 3.523 3.623
S3 3.430 3.488 3.614
S4 3.337 3.395 3.589
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.912 3.861 3.600
R3 3.767 3.716 3.560
R2 3.622 3.622 3.547
R1 3.571 3.571 3.533 3.597
PP 3.477 3.477 3.477 3.490
S1 3.426 3.426 3.507 3.452
S2 3.332 3.332 3.493
S3 3.187 3.281 3.480
S4 3.042 3.136 3.440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.650 3.397 0.253 7.0% 0.074 2.0% 96% True False 10,710
10 3.650 3.383 0.267 7.3% 0.081 2.2% 96% True False 12,935
20 3.650 3.210 0.440 12.1% 0.089 2.4% 98% True False 11,936
40 3.687 3.210 0.477 13.1% 0.086 2.4% 90% False False 9,749
60 3.722 3.210 0.512 14.1% 0.087 2.4% 84% False False 8,440
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.045
2.618 3.893
1.618 3.800
1.000 3.743
0.618 3.707
HIGH 3.650
0.618 3.614
0.500 3.604
0.382 3.593
LOW 3.557
0.618 3.500
1.000 3.464
1.618 3.407
2.618 3.314
4.250 3.162
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 3.628 3.611
PP 3.616 3.583
S1 3.604 3.554

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

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