NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 3.982 4.022 0.040 1.0% 3.989
High 4.041 4.090 0.049 1.2% 4.090
Low 3.891 4.000 0.109 2.8% 3.862
Close 4.036 4.073 0.037 0.9% 4.073
Range 0.150 0.090 -0.060 -40.0% 0.228
ATR 0.101 0.100 -0.001 -0.8% 0.000
Volume 13,995 17,783 3,788 27.1% 73,614
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.324 4.289 4.123
R3 4.234 4.199 4.098
R2 4.144 4.144 4.090
R1 4.109 4.109 4.081 4.127
PP 4.054 4.054 4.054 4.063
S1 4.019 4.019 4.065 4.037
S2 3.964 3.964 4.057
S3 3.874 3.929 4.048
S4 3.784 3.839 4.024
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.692 4.611 4.198
R3 4.464 4.383 4.136
R2 4.236 4.236 4.115
R1 4.155 4.155 4.094 4.196
PP 4.008 4.008 4.008 4.029
S1 3.927 3.927 4.052 3.968
S2 3.780 3.780 4.031
S3 3.552 3.699 4.010
S4 3.324 3.471 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.090 3.862 0.228 5.6% 0.109 2.7% 93% True False 14,722
10 4.090 3.796 0.294 7.2% 0.105 2.6% 94% True False 17,268
20 4.090 3.469 0.621 15.2% 0.098 2.4% 97% True False 16,822
40 4.090 3.222 0.868 21.3% 0.095 2.3% 98% True False 12,546
60 4.090 3.222 0.868 21.3% 0.093 2.3% 98% True False 10,190
80 4.090 3.222 0.868 21.3% 0.092 2.2% 98% True False 8,641
100 4.090 3.150 0.940 23.1% 0.090 2.2% 98% True False 7,453
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.473
2.618 4.326
1.618 4.236
1.000 4.180
0.618 4.146
HIGH 4.090
0.618 4.056
0.500 4.045
0.382 4.034
LOW 4.000
0.618 3.944
1.000 3.910
1.618 3.854
2.618 3.764
4.250 3.618
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 4.064 4.046
PP 4.054 4.018
S1 4.045 3.991

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

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