NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 3.630 3.711 0.081 2.2% 3.497
High 3.716 3.758 0.042 1.1% 3.758
Low 3.630 3.688 0.058 1.6% 3.458
Close 3.711 3.752 0.041 1.1% 3.752
Range 0.086 0.070 -0.016 -18.6% 0.300
ATR 0.088 0.086 -0.001 -1.4% 0.000
Volume 17,203 21,009 3,806 22.1% 71,379
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.943 3.917 3.791
R3 3.873 3.847 3.771
R2 3.803 3.803 3.765
R1 3.777 3.777 3.758 3.790
PP 3.733 3.733 3.733 3.739
S1 3.707 3.707 3.746 3.720
S2 3.663 3.663 3.739
S3 3.593 3.637 3.733
S4 3.523 3.567 3.714
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.556 4.454 3.917
R3 4.256 4.154 3.835
R2 3.956 3.956 3.807
R1 3.854 3.854 3.780 3.905
PP 3.656 3.656 3.656 3.682
S1 3.554 3.554 3.725 3.605
S2 3.356 3.356 3.697
S3 3.056 3.254 3.670
S4 2.756 2.954 3.587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.758 3.458 0.300 8.0% 0.074 2.0% 98% True False 14,275
10 3.758 3.383 0.375 10.0% 0.076 2.0% 98% True False 13,090
20 3.758 3.224 0.534 14.2% 0.088 2.4% 99% True False 13,136
40 3.758 3.210 0.548 14.6% 0.083 2.2% 99% True False 10,337
60 3.758 3.210 0.548 14.6% 0.087 2.3% 99% True False 8,975
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.056
2.618 3.941
1.618 3.871
1.000 3.828
0.618 3.801
HIGH 3.758
0.618 3.731
0.500 3.723
0.382 3.715
LOW 3.688
0.618 3.645
1.000 3.618
1.618 3.575
2.618 3.505
4.250 3.391
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 3.742 3.721
PP 3.733 3.689
S1 3.723 3.658

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

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