NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 3.880 3.845 -0.035 -0.9% 3.780
High 3.880 3.855 -0.025 -0.6% 3.954
Low 3.780 3.791 0.011 0.3% 3.733
Close 3.820 3.829 0.009 0.2% 3.895
Range 0.100 0.064 -0.036 -36.0% 0.221
ATR 0.092 0.090 -0.002 -2.2% 0.000
Volume 29,034 23,653 -5,381 -18.5% 143,169
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.017 3.987 3.864
R3 3.953 3.923 3.847
R2 3.889 3.889 3.841
R1 3.859 3.859 3.835 3.842
PP 3.825 3.825 3.825 3.817
S1 3.795 3.795 3.823 3.778
S2 3.761 3.761 3.817
S3 3.697 3.731 3.811
S4 3.633 3.667 3.794
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.524 4.430 4.017
R3 4.303 4.209 3.956
R2 4.082 4.082 3.936
R1 3.988 3.988 3.915 4.035
PP 3.861 3.861 3.861 3.884
S1 3.767 3.767 3.875 3.814
S2 3.640 3.640 3.854
S3 3.419 3.546 3.834
S4 3.198 3.325 3.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.954 3.780 0.174 4.5% 0.081 2.1% 28% False False 31,806
10 3.954 3.700 0.254 6.6% 0.090 2.4% 51% False False 28,360
20 3.954 3.390 0.564 14.7% 0.083 2.2% 78% False False 24,975
40 3.954 3.205 0.749 19.6% 0.087 2.3% 83% False False 18,848
60 3.954 3.205 0.749 19.6% 0.088 2.3% 83% False False 15,757
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.127
2.618 4.023
1.618 3.959
1.000 3.919
0.618 3.895
HIGH 3.855
0.618 3.831
0.500 3.823
0.382 3.815
LOW 3.791
0.618 3.751
1.000 3.727
1.618 3.687
2.618 3.623
4.250 3.519
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 3.827 3.864
PP 3.825 3.852
S1 3.823 3.841

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

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