NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 3.845 3.829 -0.016 -0.4% 3.780
High 3.855 3.894 0.039 1.0% 3.954
Low 3.791 3.821 0.030 0.8% 3.733
Close 3.829 3.888 0.059 1.5% 3.895
Range 0.064 0.073 0.009 14.1% 0.221
ATR 0.090 0.089 -0.001 -1.4% 0.000
Volume 23,653 18,755 -4,898 -20.7% 143,169
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.087 4.060 3.928
R3 4.014 3.987 3.908
R2 3.941 3.941 3.901
R1 3.914 3.914 3.895 3.928
PP 3.868 3.868 3.868 3.874
S1 3.841 3.841 3.881 3.855
S2 3.795 3.795 3.875
S3 3.722 3.768 3.868
S4 3.649 3.695 3.848
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% 0.084 2.2% 62% False False 29,928
10 3.954 3.717 0.237 6.1% 0.086 2.2% 72% False False 26,453
20 3.954 3.390 0.564 14.5% 0.084 2.2% 88% False False 25,243
40 3.954 3.205 0.749 19.3% 0.087 2.2% 91% False False 19,204
60 3.954 3.205 0.749 19.3% 0.088 2.3% 91% False False 15,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.204
2.618 4.085
1.618 4.012
1.000 3.967
0.618 3.939
HIGH 3.894
0.618 3.866
0.500 3.858
0.382 3.849
LOW 3.821
0.618 3.776
1.000 3.748
1.618 3.703
2.618 3.630
4.250 3.511
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 3.878 3.871
PP 3.868 3.854
S1 3.858 3.837

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

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