NYMEX Natural Gas Future March 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 3.847 3.927 0.080 2.1% 3.771
High 3.920 3.943 0.023 0.6% 3.914
Low 3.791 3.868 0.077 2.0% 3.729
Close 3.902 3.906 0.004 0.1% 3.814
Range 0.129 0.075 -0.054 -41.9% 0.185
ATR 0.096 0.095 -0.002 -1.6% 0.000
Volume 14,635 26,634 11,999 82.0% 106,935
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.131 4.093 3.947
R3 4.056 4.018 3.927
R2 3.981 3.981 3.920
R1 3.943 3.943 3.913 3.925
PP 3.906 3.906 3.906 3.896
S1 3.868 3.868 3.899 3.850
S2 3.831 3.831 3.892
S3 3.756 3.793 3.885
S4 3.681 3.718 3.865
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 3.943 3.751 0.192 4.9% 0.093 2.4% 81% True False 20,955
10 3.943 3.630 0.313 8.0% 0.099 2.5% 88% True False 21,319
20 3.943 3.383 0.560 14.3% 0.090 2.3% 93% True False 17,127
40 3.943 3.210 0.733 18.8% 0.088 2.3% 95% True False 12,983
60 3.943 3.210 0.733 18.8% 0.087 2.2% 95% True False 11,077
80 3.943 3.210 0.733 18.8% 0.088 2.3% 95% True False 9,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.262
2.618 4.139
1.618 4.064
1.000 4.018
0.618 3.989
HIGH 3.943
0.618 3.914
0.500 3.906
0.382 3.897
LOW 3.868
0.618 3.822
1.000 3.793
1.618 3.747
2.618 3.672
4.250 3.549
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 3.906 3.889
PP 3.906 3.871
S1 3.906 3.854

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

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