NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 3.695 3.787 0.092 2.5% 3.489
High 3.736 3.838 0.102 2.7% 3.736
Low 3.668 3.773 0.105 2.9% 3.453
Close 3.730 3.824 0.094 2.5% 3.730
Range 0.068 0.065 -0.003 -4.4% 0.283
ATR 0.084 0.086 0.002 2.0% 0.000
Volume 31,297 26,556 -4,741 -15.1% 101,490
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.007 3.980 3.860
R3 3.942 3.915 3.842
R2 3.877 3.877 3.836
R1 3.850 3.850 3.830 3.864
PP 3.812 3.812 3.812 3.818
S1 3.785 3.785 3.818 3.799
S2 3.747 3.747 3.812
S3 3.682 3.720 3.806
S4 3.617 3.655 3.788
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.489 4.392 3.886
R3 4.206 4.109 3.808
R2 3.923 3.923 3.782
R1 3.826 3.826 3.756 3.875
PP 3.640 3.640 3.640 3.664
S1 3.543 3.543 3.704 3.592
S2 3.357 3.357 3.678
S3 3.074 3.260 3.652
S4 2.791 2.977 3.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.838 3.505 0.333 8.7% 0.071 1.9% 96% True False 22,733
10 3.838 3.390 0.448 11.7% 0.071 1.9% 97% True False 17,622
20 3.838 3.224 0.614 16.1% 0.083 2.2% 98% True False 17,177
40 3.838 3.205 0.633 16.6% 0.086 2.2% 98% True False 12,999
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.114
2.618 4.008
1.618 3.943
1.000 3.903
0.618 3.878
HIGH 3.838
0.618 3.813
0.500 3.806
0.382 3.798
LOW 3.773
0.618 3.733
1.000 3.708
1.618 3.668
2.618 3.603
4.250 3.497
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 3.818 3.793
PP 3.812 3.761
S1 3.806 3.730

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

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