NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 3.994 3.947 -0.047 -1.2% 3.808
High 4.006 3.948 -0.058 -1.4% 4.009
Low 3.914 3.824 -0.090 -2.3% 3.764
Close 3.954 3.868 -0.086 -2.2% 3.954
Range 0.092 0.124 0.032 34.8% 0.245
ATR 0.095 0.098 0.002 2.6% 0.000
Volume 46,573 15,995 -30,578 -65.7% 135,108
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.252 4.184 3.936
R3 4.128 4.060 3.902
R2 4.004 4.004 3.891
R1 3.936 3.936 3.879 3.908
PP 3.880 3.880 3.880 3.866
S1 3.812 3.812 3.857 3.784
S2 3.756 3.756 3.845
S3 3.632 3.688 3.834
S4 3.508 3.564 3.800
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 3.791 0.218 5.6% 0.105 2.7% 35% False False 24,864
10 4.009 3.729 0.280 7.2% 0.106 2.7% 50% False False 24,064
20 4.009 3.383 0.626 16.2% 0.092 2.4% 77% False False 18,603
40 4.009 3.210 0.799 20.7% 0.092 2.4% 82% False False 14,477
60 4.009 3.210 0.799 20.7% 0.088 2.3% 82% False False 12,186
80 4.009 3.210 0.799 20.7% 0.089 2.3% 82% False False 10,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.475
2.618 4.273
1.618 4.149
1.000 4.072
0.618 4.025
HIGH 3.948
0.618 3.901
0.500 3.886
0.382 3.871
LOW 3.824
0.618 3.747
1.000 3.700
1.618 3.623
2.618 3.499
4.250 3.297
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 3.886 3.917
PP 3.880 3.900
S1 3.874 3.884

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

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