NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 3.751 3.800 0.049 1.3% 3.643
High 3.796 3.811 0.015 0.4% 3.796
Low 3.731 3.758 0.027 0.7% 3.613
Close 3.793 3.810 0.017 0.4% 3.793
Range 0.065 0.053 -0.012 -18.5% 0.183
ATR 0.084 0.082 -0.002 -2.6% 0.000
Volume 12,569 9,560 -3,009 -23.9% 42,975
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 3.952 3.934 3.839
R3 3.899 3.881 3.825
R2 3.846 3.846 3.820
R1 3.828 3.828 3.815 3.837
PP 3.793 3.793 3.793 3.798
S1 3.775 3.775 3.805 3.784
S2 3.740 3.740 3.800
S3 3.687 3.722 3.795
S4 3.634 3.669 3.781
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.283 4.221 3.894
R3 4.100 4.038 3.843
R2 3.917 3.917 3.827
R1 3.855 3.855 3.810 3.886
PP 3.734 3.734 3.734 3.750
S1 3.672 3.672 3.776 3.703
S2 3.551 3.551 3.759
S3 3.368 3.489 3.743
S4 3.185 3.306 3.692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.811 3.652 0.159 4.2% 0.073 1.9% 99% True False 8,802
10 3.811 3.595 0.216 5.7% 0.080 2.1% 100% True False 8,185
20 3.811 3.420 0.391 10.3% 0.077 2.0% 100% True False 6,754
40 3.832 3.420 0.412 10.8% 0.080 2.1% 95% False False 5,825
60 3.832 3.350 0.482 12.7% 0.079 2.1% 95% False False 4,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.036
2.618 3.950
1.618 3.897
1.000 3.864
0.618 3.844
HIGH 3.811
0.618 3.791
0.500 3.785
0.382 3.778
LOW 3.758
0.618 3.725
1.000 3.705
1.618 3.672
2.618 3.619
4.250 3.533
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 3.802 3.785
PP 3.793 3.760
S1 3.785 3.736

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

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