NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 3.906 3.890 -0.016 -0.4% 3.533
High 3.950 3.890 -0.060 -1.5% 3.790
Low 3.810 3.765 -0.045 -1.2% 3.469
Close 3.907 3.815 -0.092 -2.4% 3.780
Range 0.140 0.125 -0.015 -10.7% 0.321
ATR 0.094 0.098 0.003 3.6% 0.000
Volume 29,678 20,128 -9,550 -32.2% 62,223
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.198 4.132 3.884
R3 4.073 4.007 3.849
R2 3.948 3.948 3.838
R1 3.882 3.882 3.826 3.853
PP 3.823 3.823 3.823 3.809
S1 3.757 3.757 3.804 3.728
S2 3.698 3.698 3.792
S3 3.573 3.632 3.781
S4 3.448 3.507 3.746
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 3.950 3.651 0.299 7.8% 0.109 2.8% 55% False False 19,940
10 3.950 3.400 0.550 14.4% 0.093 2.4% 75% False False 14,722
20 3.950 3.241 0.709 18.6% 0.096 2.5% 81% False False 12,538
40 3.950 3.222 0.728 19.1% 0.089 2.3% 81% False False 9,068
60 3.950 3.222 0.728 19.1% 0.089 2.3% 81% False False 7,537
80 3.950 3.150 0.800 21.0% 0.091 2.4% 83% False False 6,484
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.421
2.618 4.217
1.618 4.092
1.000 4.015
0.618 3.967
HIGH 3.890
0.618 3.842
0.500 3.828
0.382 3.813
LOW 3.765
0.618 3.688
1.000 3.640
1.618 3.563
2.618 3.438
4.250 3.234
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 3.828 3.858
PP 3.823 3.843
S1 3.819 3.829

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

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