NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 3.883 3.943 0.060 1.5% 3.795
High 3.943 3.977 0.034 0.9% 3.950
Low 3.819 3.898 0.079 2.1% 3.765
Close 3.932 3.937 0.005 0.1% 3.848
Range 0.124 0.079 -0.045 -36.3% 0.185
ATR 0.097 0.095 -0.001 -1.3% 0.000
Volume 9,622 21,970 12,348 128.3% 101,552
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.174 4.135 3.980
R3 4.095 4.056 3.959
R2 4.016 4.016 3.951
R1 3.977 3.977 3.944 3.957
PP 3.937 3.937 3.937 3.928
S1 3.898 3.898 3.930 3.878
S2 3.858 3.858 3.923
S3 3.779 3.819 3.915
S4 3.700 3.740 3.894
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.409 4.314 3.950
R3 4.224 4.129 3.899
R2 4.039 4.039 3.882
R1 3.944 3.944 3.865 3.992
PP 3.854 3.854 3.854 3.878
S1 3.759 3.759 3.831 3.807
S2 3.669 3.669 3.814
S3 3.484 3.574 3.797
S4 3.299 3.389 3.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.977 3.794 0.183 4.6% 0.090 2.3% 78% True False 16,543
10 3.977 3.651 0.326 8.3% 0.099 2.5% 88% True False 18,241
20 3.977 3.400 0.577 14.7% 0.091 2.3% 93% True False 14,171
40 3.977 3.222 0.755 19.2% 0.090 2.3% 95% True False 10,403
60 3.977 3.222 0.755 19.2% 0.089 2.3% 95% True False 8,568
80 3.977 3.222 0.755 19.2% 0.090 2.3% 95% True False 7,359
100 3.977 3.150 0.827 21.0% 0.088 2.2% 95% True False 6,410
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.313
2.618 4.184
1.618 4.105
1.000 4.056
0.618 4.026
HIGH 3.977
0.618 3.947
0.500 3.938
0.382 3.928
LOW 3.898
0.618 3.849
1.000 3.819
1.618 3.770
2.618 3.691
4.250 3.562
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 3.938 3.920
PP 3.937 3.903
S1 3.937 3.887

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

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