NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 3.906 3.994 0.088 2.3% 3.808
High 4.009 4.006 -0.003 -0.1% 4.009
Low 3.905 3.914 0.009 0.2% 3.764
Close 3.994 3.954 -0.040 -1.0% 3.954
Range 0.104 0.092 -0.012 -11.5% 0.245
ATR 0.095 0.095 0.000 -0.3% 0.000
Volume 20,484 46,573 26,089 127.4% 135,108
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.234 4.186 4.005
R3 4.142 4.094 3.979
R2 4.050 4.050 3.971
R1 4.002 4.002 3.962 3.980
PP 3.958 3.958 3.958 3.947
S1 3.910 3.910 3.946 3.888
S2 3.866 3.866 3.937
S3 3.774 3.818 3.929
S4 3.682 3.726 3.903
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.644 4.544 4.089
R3 4.399 4.299 4.021
R2 4.154 4.154 3.999
R1 4.054 4.054 3.976 4.104
PP 3.909 3.909 3.909 3.934
S1 3.809 3.809 3.932 3.859
S2 3.664 3.664 3.909
S3 3.419 3.564 3.887
S4 3.174 3.319 3.819
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 6.2% 0.098 2.5% 78% False False 27,021
10 4.009 3.729 0.280 7.1% 0.103 2.6% 80% False False 24,204
20 4.009 3.383 0.626 15.8% 0.090 2.3% 91% False False 18,647
40 4.009 3.210 0.799 20.2% 0.090 2.3% 93% False False 14,290
60 4.009 3.210 0.799 20.2% 0.088 2.2% 93% False False 12,049
80 4.009 3.210 0.799 20.2% 0.089 2.2% 93% False False 10,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.397
2.618 4.247
1.618 4.155
1.000 4.098
0.618 4.063
HIGH 4.006
0.618 3.971
0.500 3.960
0.382 3.949
LOW 3.914
0.618 3.857
1.000 3.822
1.618 3.765
2.618 3.673
4.250 3.523
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 3.960 3.949
PP 3.958 3.944
S1 3.956 3.939

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

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