NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 3.732 3.795 0.063 1.7% 3.533
High 3.790 3.902 0.112 3.0% 3.790
Low 3.713 3.793 0.080 2.2% 3.469
Close 3.780 3.899 0.119 3.1% 3.780
Range 0.077 0.109 0.032 41.6% 0.321
ATR 0.088 0.091 0.002 2.7% 0.000
Volume 19,952 15,896 -4,056 -20.3% 62,223
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.192 4.154 3.959
R3 4.083 4.045 3.929
R2 3.974 3.974 3.919
R1 3.936 3.936 3.909 3.955
PP 3.865 3.865 3.865 3.874
S1 3.827 3.827 3.889 3.846
S2 3.756 3.756 3.879
S3 3.647 3.718 3.869
S4 3.538 3.609 3.839
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.643 4.532 3.957
R3 4.322 4.211 3.868
R2 4.001 4.001 3.839
R1 3.890 3.890 3.809 3.946
PP 3.680 3.680 3.680 3.707
S1 3.569 3.569 3.751 3.625
S2 3.359 3.359 3.721
S3 3.038 3.248 3.692
S4 2.717 2.927 3.603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.902 3.521 0.381 9.8% 0.086 2.2% 99% True False 13,275
10 3.902 3.400 0.502 12.9% 0.081 2.1% 99% True False 11,330
20 3.902 3.241 0.661 17.0% 0.091 2.3% 100% True False 10,459
40 3.902 3.222 0.680 17.4% 0.087 2.2% 100% True False 8,021
60 3.902 3.222 0.680 17.4% 0.087 2.2% 100% True False 6,846
80 3.902 3.150 0.752 19.3% 0.089 2.3% 100% True False 5,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.365
2.618 4.187
1.618 4.078
1.000 4.011
0.618 3.969
HIGH 3.902
0.618 3.860
0.500 3.848
0.382 3.835
LOW 3.793
0.618 3.726
1.000 3.684
1.618 3.617
2.618 3.508
4.250 3.330
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 3.882 3.858
PP 3.865 3.817
S1 3.848 3.777

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

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