NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 4.045 3.878 -0.167 -4.1% 3.947
High 4.049 3.964 -0.085 -2.1% 4.044
Low 3.861 3.878 0.017 0.4% 3.824
Close 3.880 3.952 0.072 1.9% 4.026
Range 0.188 0.086 -0.102 -54.3% 0.220
ATR 0.102 0.101 -0.001 -1.1% 0.000
Volume 21,659 18,063 -3,596 -16.6% 80,138
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.189 4.157 3.999
R3 4.103 4.071 3.976
R2 4.017 4.017 3.968
R1 3.985 3.985 3.960 4.001
PP 3.931 3.931 3.931 3.940
S1 3.899 3.899 3.944 3.915
S2 3.845 3.845 3.936
S3 3.759 3.813 3.928
S4 3.673 3.727 3.905
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.625 4.545 4.147
R3 4.405 4.325 4.087
R2 4.185 4.185 4.066
R1 4.105 4.105 4.046 4.145
PP 3.965 3.965 3.965 3.985
S1 3.885 3.885 4.006 3.925
S2 3.745 3.745 3.986
S3 3.525 3.665 3.966
S4 3.305 3.445 3.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.049 3.859 0.190 4.8% 0.112 2.8% 49% False False 18,217
10 4.049 3.824 0.225 5.7% 0.103 2.6% 57% False False 21,355
20 4.049 3.557 0.492 12.4% 0.102 2.6% 80% False False 20,481
40 4.049 3.210 0.839 21.2% 0.094 2.4% 88% False False 16,123
60 4.049 3.210 0.839 21.2% 0.091 2.3% 88% False False 13,290
80 4.049 3.210 0.839 21.2% 0.090 2.3% 88% False False 11,398
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.330
2.618 4.189
1.618 4.103
1.000 4.050
0.618 4.017
HIGH 3.964
0.618 3.931
0.500 3.921
0.382 3.911
LOW 3.878
0.618 3.825
1.000 3.792
1.618 3.739
2.618 3.653
4.250 3.513
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 3.942 3.955
PP 3.931 3.954
S1 3.921 3.953

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

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