NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 4.127 4.192 0.065 1.6% 4.073
High 4.238 4.265 0.027 0.6% 4.217
Low 4.127 4.140 0.013 0.3% 3.975
Close 4.175 4.237 0.062 1.5% 4.206
Range 0.111 0.125 0.014 12.6% 0.242
ATR 0.102 0.104 0.002 1.6% 0.000
Volume 11,127 16,466 5,339 48.0% 67,061
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.589 4.538 4.306
R3 4.464 4.413 4.271
R2 4.339 4.339 4.260
R1 4.288 4.288 4.248 4.314
PP 4.214 4.214 4.214 4.227
S1 4.163 4.163 4.226 4.189
S2 4.089 4.089 4.214
S3 3.964 4.038 4.203
S4 3.839 3.913 4.168
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.859 4.774 4.339
R3 4.617 4.532 4.273
R2 4.375 4.375 4.250
R1 4.290 4.290 4.228 4.333
PP 4.133 4.133 4.133 4.154
S1 4.048 4.048 4.184 4.091
S2 3.891 3.891 4.162
S3 3.649 3.806 4.139
S4 3.407 3.564 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.265 4.036 0.229 5.4% 0.126 3.0% 88% True False 17,801
10 4.265 3.975 0.290 6.8% 0.113 2.7% 90% True False 15,486
20 4.265 3.828 0.437 10.3% 0.106 2.5% 94% True False 13,257
40 4.265 3.420 0.845 19.9% 0.090 2.1% 97% True False 10,223
60 4.265 3.420 0.845 19.9% 0.088 2.1% 97% True False 8,460
80 4.265 3.350 0.915 21.6% 0.086 2.0% 97% True False 7,073
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.796
2.618 4.592
1.618 4.467
1.000 4.390
0.618 4.342
HIGH 4.265
0.618 4.217
0.500 4.203
0.382 4.188
LOW 4.140
0.618 4.063
1.000 4.015
1.618 3.938
2.618 3.813
4.250 3.609
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 4.226 4.218
PP 4.214 4.199
S1 4.203 4.181

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

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