NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 3.891 3.941 0.050 1.3% 3.880
High 3.945 3.984 0.039 1.0% 3.984
Low 3.837 3.930 0.093 2.4% 3.780
Close 3.941 3.966 0.025 0.6% 3.966
Range 0.108 0.054 -0.054 -50.0% 0.204
ATR 0.090 0.088 -0.003 -2.9% 0.000
Volume 23,616 27,229 3,613 15.3% 122,287
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.122 4.098 3.996
R3 4.068 4.044 3.981
R2 4.014 4.014 3.976
R1 3.990 3.990 3.971 4.002
PP 3.960 3.960 3.960 3.966
S1 3.936 3.936 3.961 3.948
S2 3.906 3.906 3.956
S3 3.852 3.882 3.951
S4 3.798 3.828 3.936
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.522 4.448 4.078
R3 4.318 4.244 4.022
R2 4.114 4.114 4.003
R1 4.040 4.040 3.985 4.077
PP 3.910 3.910 3.910 3.929
S1 3.836 3.836 3.947 3.873
S2 3.706 3.706 3.929
S3 3.502 3.632 3.910
S4 3.298 3.428 3.854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.984 3.780 0.204 5.1% 0.080 2.0% 91% True False 24,457
10 3.984 3.733 0.251 6.3% 0.085 2.1% 93% True False 26,545
20 3.984 3.453 0.531 13.4% 0.084 2.1% 97% True False 26,637
40 3.984 3.205 0.779 19.6% 0.087 2.2% 98% True False 20,024
60 3.984 3.205 0.779 19.6% 0.088 2.2% 98% True False 16,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.214
2.618 4.125
1.618 4.071
1.000 4.038
0.618 4.017
HIGH 3.984
0.618 3.963
0.500 3.957
0.382 3.951
LOW 3.930
0.618 3.897
1.000 3.876
1.618 3.843
2.618 3.789
4.250 3.701
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 3.963 3.945
PP 3.960 3.924
S1 3.957 3.903

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

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