NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 3.811 3.798 -0.013 -0.3% 3.771
High 3.844 3.848 0.004 0.1% 3.914
Low 3.751 3.770 0.019 0.5% 3.729
Close 3.799 3.814 0.015 0.4% 3.814
Range 0.093 0.078 -0.015 -16.1% 0.185
ATR 0.095 0.094 -0.001 -1.3% 0.000
Volume 18,676 18,048 -628 -3.4% 106,935
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.045 4.007 3.857
R3 3.967 3.929 3.835
R2 3.889 3.889 3.828
R1 3.851 3.851 3.821 3.870
PP 3.811 3.811 3.811 3.820
S1 3.773 3.773 3.807 3.792
S2 3.733 3.733 3.800
S3 3.655 3.695 3.793
S4 3.577 3.617 3.771
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.374 4.279 3.916
R3 4.189 4.094 3.865
R2 4.004 4.004 3.848
R1 3.909 3.909 3.831 3.957
PP 3.819 3.819 3.819 3.843
S1 3.724 3.724 3.797 3.772
S2 3.634 3.634 3.780
S3 3.449 3.539 3.763
S4 3.264 3.354 3.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.914 3.729 0.185 4.9% 0.108 2.8% 46% False False 21,387
10 3.914 3.458 0.456 12.0% 0.091 2.4% 78% False False 17,831
20 3.914 3.224 0.690 18.1% 0.095 2.5% 86% False False 16,768
40 3.914 3.210 0.704 18.5% 0.085 2.2% 86% False False 12,130
60 3.914 3.210 0.704 18.5% 0.086 2.3% 86% False False 10,258
80 3.914 3.129 0.785 20.6% 0.090 2.3% 87% False False 9,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.180
2.618 4.052
1.618 3.974
1.000 3.926
0.618 3.896
HIGH 3.848
0.618 3.818
0.500 3.809
0.382 3.800
LOW 3.770
0.618 3.722
1.000 3.692
1.618 3.644
2.618 3.566
4.250 3.439
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 3.812 3.808
PP 3.811 3.801
S1 3.809 3.795

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

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