NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 3.875 3.937 0.062 1.6% 4.065
High 3.990 3.944 -0.046 -1.2% 4.090
Low 3.863 3.793 -0.070 -1.8% 3.840
Close 3.935 3.830 -0.105 -2.7% 3.867
Range 0.127 0.151 0.024 18.9% 0.250
ATR 0.108 0.111 0.003 2.8% 0.000
Volume 14,178 26,187 12,009 84.7% 86,889
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.309 4.220 3.913
R3 4.158 4.069 3.872
R2 4.007 4.007 3.858
R1 3.918 3.918 3.844 3.887
PP 3.856 3.856 3.856 3.840
S1 3.767 3.767 3.816 3.736
S2 3.705 3.705 3.802
S3 3.554 3.616 3.788
S4 3.403 3.465 3.747
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.682 4.525 4.005
R3 4.432 4.275 3.936
R2 4.182 4.182 3.913
R1 4.025 4.025 3.890 3.979
PP 3.932 3.932 3.932 3.909
S1 3.775 3.775 3.844 3.729
S2 3.682 3.682 3.821
S3 3.432 3.525 3.798
S4 3.182 3.275 3.730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.006 3.793 0.213 5.6% 0.122 3.2% 17% False True 18,650
10 4.090 3.793 0.297 7.8% 0.122 3.2% 12% False True 17,132
20 4.090 3.765 0.325 8.5% 0.111 2.9% 20% False False 17,795
40 4.090 3.241 0.849 22.2% 0.102 2.7% 69% False False 14,772
60 4.090 3.222 0.868 22.7% 0.096 2.5% 70% False False 11,700
80 4.090 3.222 0.868 22.7% 0.094 2.5% 70% False False 9,889
100 4.090 3.150 0.940 24.5% 0.094 2.5% 72% False False 8,566
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 0.023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.586
2.618 4.339
1.618 4.188
1.000 4.095
0.618 4.037
HIGH 3.944
0.618 3.886
0.500 3.869
0.382 3.851
LOW 3.793
0.618 3.700
1.000 3.642
1.618 3.549
2.618 3.398
4.250 3.151
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 3.869 3.892
PP 3.856 3.871
S1 3.843 3.851

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

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