NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 3.927 3.906 -0.021 -0.5% 3.771
High 3.943 4.009 0.066 1.7% 3.914
Low 3.868 3.905 0.037 1.0% 3.729
Close 3.906 3.994 0.088 2.3% 3.814
Range 0.075 0.104 0.029 38.7% 0.185
ATR 0.095 0.095 0.001 0.7% 0.000
Volume 26,634 20,484 -6,150 -23.1% 106,935
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.281 4.242 4.051
R3 4.177 4.138 4.023
R2 4.073 4.073 4.013
R1 4.034 4.034 4.004 4.054
PP 3.969 3.969 3.969 3.979
S1 3.930 3.930 3.984 3.950
S2 3.865 3.865 3.975
S3 3.761 3.826 3.965
S4 3.657 3.722 3.937
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 4.009 3.764 0.245 6.1% 0.095 2.4% 94% True False 21,316
10 4.009 3.688 0.321 8.0% 0.101 2.5% 95% True False 21,647
20 4.009 3.383 0.626 15.7% 0.091 2.3% 98% True False 17,083
40 4.009 3.210 0.799 20.0% 0.090 2.2% 98% True False 13,294
60 4.009 3.210 0.799 20.0% 0.087 2.2% 98% True False 11,374
80 4.009 3.210 0.799 20.0% 0.089 2.2% 98% True False 9,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.451
2.618 4.281
1.618 4.177
1.000 4.113
0.618 4.073
HIGH 4.009
0.618 3.969
0.500 3.957
0.382 3.945
LOW 3.905
0.618 3.841
1.000 3.801
1.618 3.737
2.618 3.633
4.250 3.463
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 3.982 3.963
PP 3.969 3.931
S1 3.957 3.900

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

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