NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 3.983 4.045 0.062 1.6% 3.947
High 4.044 4.049 0.005 0.1% 4.044
Low 3.975 3.861 -0.114 -2.9% 3.824
Close 4.026 3.880 -0.146 -3.6% 4.026
Range 0.069 0.188 0.119 172.5% 0.220
ATR 0.096 0.102 0.007 6.9% 0.000
Volume 22,394 21,659 -735 -3.3% 80,138
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.494 4.375 3.983
R3 4.306 4.187 3.932
R2 4.118 4.118 3.914
R1 3.999 3.999 3.897 3.965
PP 3.930 3.930 3.930 3.913
S1 3.811 3.811 3.863 3.777
S2 3.742 3.742 3.846
S3 3.554 3.623 3.828
S4 3.366 3.435 3.777
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 4.049 3.832 0.217 5.6% 0.109 2.8% 22% True False 17,160
10 4.049 3.791 0.258 6.6% 0.107 2.8% 34% True False 21,012
20 4.049 3.511 0.538 13.9% 0.100 2.6% 69% True False 20,113
40 4.049 3.210 0.839 21.6% 0.095 2.4% 80% True False 15,819
60 4.049 3.210 0.839 21.6% 0.091 2.3% 80% True False 13,081
80 4.049 3.210 0.839 21.6% 0.090 2.3% 80% True False 11,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 4.848
2.618 4.541
1.618 4.353
1.000 4.237
0.618 4.165
HIGH 4.049
0.618 3.977
0.500 3.955
0.382 3.933
LOW 3.861
0.618 3.745
1.000 3.673
1.618 3.557
2.618 3.369
4.250 3.062
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 3.955 3.955
PP 3.930 3.930
S1 3.905 3.905

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

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