NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 3.937 3.983 0.046 1.2% 3.947
High 3.999 4.044 0.045 1.1% 4.044
Low 3.862 3.975 0.113 2.9% 3.824
Close 3.993 4.026 0.033 0.8% 4.026
Range 0.137 0.069 -0.068 -49.6% 0.220
ATR 0.098 0.096 -0.002 -2.1% 0.000
Volume 16,656 22,394 5,738 34.5% 80,138
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.222 4.193 4.064
R3 4.153 4.124 4.045
R2 4.084 4.084 4.039
R1 4.055 4.055 4.032 4.070
PP 4.015 4.015 4.015 4.022
S1 3.986 3.986 4.020 4.001
S2 3.946 3.946 4.013
S3 3.877 3.917 4.007
S4 3.808 3.848 3.988
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.625 4.545 4.147
R3 4.405 4.325 4.087
R2 4.185 4.185 4.066
R1 4.105 4.105 4.046 4.145
PP 3.965 3.965 3.965 3.985
S1 3.885 3.885 4.006 3.925
S2 3.745 3.745 3.986
S3 3.525 3.665 3.966
S4 3.305 3.445 3.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.044 3.824 0.220 5.5% 0.096 2.4% 92% True False 16,027
10 4.044 3.764 0.280 7.0% 0.097 2.4% 94% True False 21,524
20 4.044 3.458 0.586 14.6% 0.094 2.3% 97% True False 19,678
40 4.044 3.210 0.834 20.7% 0.092 2.3% 98% True False 15,526
60 4.044 3.210 0.834 20.7% 0.089 2.2% 98% True False 12,808
80 4.044 3.210 0.834 20.7% 0.089 2.2% 98% True False 11,110
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 0.025
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.337
2.618 4.225
1.618 4.156
1.000 4.113
0.618 4.087
HIGH 4.044
0.618 4.018
0.500 4.010
0.382 4.001
LOW 3.975
0.618 3.932
1.000 3.906
1.618 3.863
2.618 3.794
4.250 3.682
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 4.021 4.001
PP 4.015 3.976
S1 4.010 3.952

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

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