NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 3.625 3.609 -0.016 -0.4% 3.408
High 3.660 3.695 0.035 1.0% 3.537
Low 3.579 3.559 -0.020 -0.6% 3.382
Close 3.605 3.583 -0.022 -0.6% 3.517
Range 0.081 0.136 0.055 67.9% 0.155
ATR 0.089 0.092 0.003 3.8% 0.000
Volume 17,624 15,293 -2,331 -13.2% 65,685
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 4.020 3.938 3.658
R3 3.884 3.802 3.620
R2 3.748 3.748 3.608
R1 3.666 3.666 3.595 3.639
PP 3.612 3.612 3.612 3.599
S1 3.530 3.530 3.571 3.503
S2 3.476 3.476 3.558
S3 3.340 3.394 3.546
S4 3.204 3.258 3.508
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 3.944 3.885 3.602
R3 3.789 3.730 3.560
R2 3.634 3.634 3.545
R1 3.575 3.575 3.531 3.605
PP 3.479 3.479 3.479 3.493
S1 3.420 3.420 3.503 3.450
S2 3.324 3.324 3.489
S3 3.169 3.265 3.474
S4 3.014 3.110 3.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.695 3.449 0.246 6.9% 0.089 2.5% 54% True False 16,848
10 3.695 3.382 0.313 8.7% 0.089 2.5% 64% True False 17,661
20 3.695 3.382 0.313 8.7% 0.089 2.5% 64% True False 15,116
40 3.810 3.336 0.474 13.2% 0.089 2.5% 52% False False 12,029
60 3.841 3.336 0.505 14.1% 0.086 2.4% 49% False False 9,787
80 4.077 3.336 0.741 20.7% 0.085 2.4% 33% False False 7,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.273
2.618 4.051
1.618 3.915
1.000 3.831
0.618 3.779
HIGH 3.695
0.618 3.643
0.500 3.627
0.382 3.611
LOW 3.559
0.618 3.475
1.000 3.423
1.618 3.339
2.618 3.203
4.250 2.981
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 3.627 3.623
PP 3.612 3.609
S1 3.598 3.596

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

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