NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 4.022 4.065 0.043 1.1% 3.989
High 4.090 4.090 0.000 0.0% 4.090
Low 4.000 3.893 -0.107 -2.7% 3.862
Close 4.073 3.913 -0.160 -3.9% 4.073
Range 0.090 0.197 0.107 118.9% 0.228
ATR 0.100 0.107 0.007 6.9% 0.000
Volume 17,783 16,481 -1,302 -7.3% 73,614
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.556 4.432 4.021
R3 4.359 4.235 3.967
R2 4.162 4.162 3.949
R1 4.038 4.038 3.931 4.002
PP 3.965 3.965 3.965 3.947
S1 3.841 3.841 3.895 3.805
S2 3.768 3.768 3.877
S3 3.571 3.644 3.859
S4 3.374 3.447 3.805
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 3.872 0.218 5.6% 0.119 3.0% 19% True False 14,590
10 4.090 3.819 0.271 6.9% 0.116 3.0% 35% True False 17,388
20 4.090 3.521 0.569 14.5% 0.105 2.7% 69% True False 17,059
40 4.090 3.222 0.868 22.2% 0.097 2.5% 80% True False 12,796
60 4.090 3.222 0.868 22.2% 0.095 2.4% 80% True False 10,409
80 4.090 3.222 0.868 22.2% 0.092 2.4% 80% True False 8,773
100 4.090 3.150 0.940 24.0% 0.091 2.3% 81% True False 7,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 4.927
2.618 4.606
1.618 4.409
1.000 4.287
0.618 4.212
HIGH 4.090
0.618 4.015
0.500 3.992
0.382 3.968
LOW 3.893
0.618 3.771
1.000 3.696
1.618 3.574
2.618 3.377
4.250 3.056
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 3.992 3.991
PP 3.965 3.965
S1 3.939 3.939

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

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