NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 3.898 3.841 -0.057 -1.5% 4.045
High 3.909 3.955 0.046 1.2% 4.049
Low 3.810 3.834 0.024 0.6% 3.810
Close 3.838 3.905 0.067 1.7% 3.838
Range 0.099 0.121 0.022 22.2% 0.239
ATR 0.103 0.104 0.001 1.3% 0.000
Volume 21,272 13,548 -7,724 -36.3% 91,643
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.261 4.204 3.972
R3 4.140 4.083 3.938
R2 4.019 4.019 3.927
R1 3.962 3.962 3.916 3.991
PP 3.898 3.898 3.898 3.912
S1 3.841 3.841 3.894 3.870
S2 3.777 3.777 3.883
S3 3.656 3.720 3.872
S4 3.535 3.599 3.838
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.616 4.466 3.969
R3 4.377 4.227 3.904
R2 4.138 4.138 3.882
R1 3.988 3.988 3.860 3.944
PP 3.899 3.899 3.899 3.877
S1 3.749 3.749 3.816 3.705
S2 3.660 3.660 3.794
S3 3.421 3.510 3.772
S4 3.182 3.271 3.707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.969 3.810 0.159 4.1% 0.108 2.8% 60% False False 16,706
10 4.049 3.810 0.239 6.1% 0.109 2.8% 40% False False 16,933
20 4.049 3.729 0.320 8.2% 0.107 2.7% 55% False False 20,498
40 4.049 3.224 0.825 21.1% 0.098 2.5% 83% False False 17,112
60 4.049 3.210 0.839 21.5% 0.091 2.3% 83% False False 13,888
80 4.049 3.210 0.839 21.5% 0.091 2.3% 83% False False 11,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.469
2.618 4.272
1.618 4.151
1.000 4.076
0.618 4.030
HIGH 3.955
0.618 3.909
0.500 3.895
0.382 3.880
LOW 3.834
0.618 3.759
1.000 3.713
1.618 3.638
2.618 3.517
4.250 3.320
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 3.902 3.898
PP 3.898 3.890
S1 3.895 3.883

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

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