NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 3.765 3.780 0.015 0.4% 3.787
High 3.815 3.824 0.009 0.2% 3.870
Low 3.739 3.733 -0.006 -0.2% 3.700
Close 3.780 3.808 0.028 0.7% 3.780
Range 0.076 0.091 0.015 19.7% 0.170
ATR 0.091 0.091 0.000 0.0% 0.000
Volume 24,021 18,934 -5,087 -21.2% 165,810
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.061 4.026 3.858
R3 3.970 3.935 3.833
R2 3.879 3.879 3.825
R1 3.844 3.844 3.816 3.862
PP 3.788 3.788 3.788 3.797
S1 3.753 3.753 3.800 3.771
S2 3.697 3.697 3.791
S3 3.606 3.662 3.783
S4 3.515 3.571 3.758
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% 0.102 2.7% 64% False False 31,637
10 3.870 3.505 0.365 9.6% 0.087 2.3% 83% False False 27,185
20 3.870 3.321 0.549 14.4% 0.088 2.3% 89% False False 22,214
40 3.870 3.205 0.665 17.5% 0.085 2.2% 91% False False 15,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.211
2.618 4.062
1.618 3.971
1.000 3.915
0.618 3.880
HIGH 3.824
0.618 3.789
0.500 3.779
0.382 3.768
LOW 3.733
0.618 3.677
1.000 3.642
1.618 3.586
2.618 3.495
4.250 3.346
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 3.798 3.796
PP 3.788 3.783
S1 3.779 3.771

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

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