NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 3.912 3.807 -0.105 -2.7% 4.045
High 3.912 3.870 -0.042 -1.1% 4.049
Low 3.766 3.789 0.023 0.6% 3.810
Close 3.800 3.794 -0.006 -0.2% 3.838
Range 0.146 0.081 -0.065 -44.5% 0.239
ATR 0.107 0.105 -0.002 -1.7% 0.000
Volume 20,046 14,445 -5,601 -27.9% 91,643
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.061 4.008 3.839
R3 3.980 3.927 3.816
R2 3.899 3.899 3.809
R1 3.846 3.846 3.801 3.832
PP 3.818 3.818 3.818 3.811
S1 3.765 3.765 3.787 3.751
S2 3.737 3.737 3.779
S3 3.656 3.684 3.772
S4 3.575 3.603 3.749
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 3.955 3.766 0.189 5.0% 0.113 3.0% 15% False False 16,876
10 4.049 3.766 0.283 7.5% 0.116 3.1% 10% False False 17,873
20 4.049 3.751 0.298 7.9% 0.105 2.8% 14% False False 19,582
40 4.049 3.224 0.825 21.7% 0.100 2.6% 69% False False 17,638
60 4.049 3.210 0.839 22.1% 0.092 2.4% 70% False False 14,305
80 4.049 3.210 0.839 22.1% 0.091 2.4% 70% False False 12,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.214
2.618 4.082
1.618 4.001
1.000 3.951
0.618 3.920
HIGH 3.870
0.618 3.839
0.500 3.830
0.382 3.820
LOW 3.789
0.618 3.739
1.000 3.708
1.618 3.658
2.618 3.577
4.250 3.445
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 3.830 3.861
PP 3.818 3.838
S1 3.806 3.816

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

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