NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 3.763 3.765 0.002 0.1% 3.787
High 3.812 3.815 0.003 0.1% 3.870
Low 3.717 3.739 0.022 0.6% 3.700
Close 3.764 3.780 0.016 0.4% 3.780
Range 0.095 0.076 -0.019 -20.0% 0.170
ATR 0.092 0.091 -0.001 -1.2% 0.000
Volume 25,907 24,021 -1,886 -7.3% 165,810
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.006 3.969 3.822
R3 3.930 3.893 3.801
R2 3.854 3.854 3.794
R1 3.817 3.817 3.787 3.836
PP 3.778 3.778 3.778 3.787
S1 3.741 3.741 3.773 3.760
S2 3.702 3.702 3.766
S3 3.626 3.665 3.759
S4 3.550 3.589 3.738
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.293 4.207 3.874
R3 4.123 4.037 3.827
R2 3.953 3.953 3.811
R1 3.867 3.867 3.796 3.825
PP 3.783 3.783 3.783 3.763
S1 3.697 3.697 3.764 3.655
S2 3.613 3.613 3.749
S3 3.443 3.527 3.733
S4 3.273 3.357 3.687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.870 3.700 0.170 4.5% 0.097 2.6% 47% False False 33,162
10 3.870 3.453 0.417 11.0% 0.084 2.2% 78% False False 26,730
20 3.870 3.224 0.646 17.1% 0.091 2.4% 86% False False 22,182
40 3.870 3.205 0.665 17.6% 0.085 2.3% 86% False False 15,572
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.138
2.618 4.014
1.618 3.938
1.000 3.891
0.618 3.862
HIGH 3.815
0.618 3.786
0.500 3.777
0.382 3.768
LOW 3.739
0.618 3.692
1.000 3.663
1.618 3.616
2.618 3.540
4.250 3.416
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 3.779 3.773
PP 3.778 3.767
S1 3.777 3.760

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

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