NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 3.787 3.852 0.065 1.7% 3.489
High 3.838 3.870 0.032 0.8% 3.736
Low 3.773 3.742 -0.031 -0.8% 3.453
Close 3.824 3.829 0.005 0.1% 3.730
Range 0.065 0.128 0.063 96.9% 0.283
ATR 0.086 0.089 0.003 3.5% 0.000
Volume 26,556 51,509 24,953 94.0% 101,490
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.198 4.141 3.899
R3 4.070 4.013 3.864
R2 3.942 3.942 3.852
R1 3.885 3.885 3.841 3.850
PP 3.814 3.814 3.814 3.796
S1 3.757 3.757 3.817 3.722
S2 3.686 3.686 3.806
S3 3.558 3.629 3.794
S4 3.430 3.501 3.759
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 3.870 3.550 0.320 8.4% 0.087 2.3% 87% True False 31,020
10 3.870 3.390 0.480 12.5% 0.076 2.0% 91% True False 21,591
20 3.870 3.224 0.646 16.9% 0.085 2.2% 94% True False 19,468
40 3.870 3.205 0.665 17.4% 0.086 2.2% 94% True False 14,139
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 0.015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.414
2.618 4.205
1.618 4.077
1.000 3.998
0.618 3.949
HIGH 3.870
0.618 3.821
0.500 3.806
0.382 3.791
LOW 3.742
0.618 3.663
1.000 3.614
1.618 3.535
2.618 3.407
4.250 3.198
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 3.821 3.809
PP 3.814 3.789
S1 3.806 3.769

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

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