NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 3.841 3.912 0.071 1.8% 4.045
High 3.955 3.912 -0.043 -1.1% 4.049
Low 3.834 3.766 -0.068 -1.8% 3.810
Close 3.905 3.800 -0.105 -2.7% 3.838
Range 0.121 0.146 0.025 20.7% 0.239
ATR 0.104 0.107 0.003 2.9% 0.000
Volume 13,548 20,046 6,498 48.0% 91,643
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.264 4.178 3.880
R3 4.118 4.032 3.840
R2 3.972 3.972 3.827
R1 3.886 3.886 3.813 3.856
PP 3.826 3.826 3.826 3.811
S1 3.740 3.740 3.787 3.710
S2 3.680 3.680 3.773
S3 3.534 3.594 3.760
S4 3.388 3.448 3.720
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 3.766 0.203 5.3% 0.120 3.2% 17% False True 17,103
10 4.049 3.766 0.283 7.4% 0.116 3.0% 12% False True 17,660
20 4.049 3.729 0.320 8.4% 0.107 2.8% 22% False False 20,073
40 4.049 3.224 0.825 21.7% 0.099 2.6% 70% False False 17,473
60 4.049 3.210 0.839 22.1% 0.092 2.4% 70% False False 14,130
80 4.049 3.210 0.839 22.1% 0.092 2.4% 70% False False 12,162
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 0.017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.533
2.618 4.294
1.618 4.148
1.000 4.058
0.618 4.002
HIGH 3.912
0.618 3.856
0.500 3.839
0.382 3.822
LOW 3.766
0.618 3.676
1.000 3.620
1.618 3.530
2.618 3.384
4.250 3.146
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 3.839 3.861
PP 3.826 3.840
S1 3.813 3.820

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

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