NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 3.801 3.763 -0.038 -1.0% 3.489
High 3.820 3.812 -0.008 -0.2% 3.736
Low 3.700 3.717 0.017 0.5% 3.453
Close 3.747 3.764 0.017 0.5% 3.730
Range 0.120 0.095 -0.025 -20.8% 0.283
ATR 0.092 0.092 0.000 0.2% 0.000
Volume 37,817 25,907 -11,910 -31.5% 101,490
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.049 4.002 3.816
R3 3.954 3.907 3.790
R2 3.859 3.859 3.781
R1 3.812 3.812 3.773 3.836
PP 3.764 3.764 3.764 3.776
S1 3.717 3.717 3.755 3.741
S2 3.669 3.669 3.747
S3 3.574 3.622 3.738
S4 3.479 3.527 3.712
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 3.668 0.202 5.4% 0.095 2.5% 48% False False 34,617
10 3.870 3.412 0.458 12.2% 0.087 2.3% 77% False False 25,410
20 3.870 3.224 0.646 17.2% 0.090 2.4% 84% False False 21,706
40 3.870 3.205 0.665 17.7% 0.087 2.3% 84% False False 15,295
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.216
2.618 4.061
1.618 3.966
1.000 3.907
0.618 3.871
HIGH 3.812
0.618 3.776
0.500 3.765
0.382 3.753
LOW 3.717
0.618 3.658
1.000 3.622
1.618 3.563
2.618 3.468
4.250 3.313
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 3.765 3.785
PP 3.764 3.778
S1 3.764 3.771

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

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