NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 3.963 3.846 -0.117 -3.0% 3.880
High 3.982 3.917 -0.065 -1.6% 3.984
Low 3.829 3.843 0.014 0.4% 3.780
Close 3.841 3.909 0.068 1.8% 3.966
Range 0.153 0.074 -0.079 -51.6% 0.204
ATR 0.092 0.091 -0.001 -1.3% 0.000
Volume 23,278 25,702 2,424 10.4% 122,287
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.112 4.084 3.950
R3 4.038 4.010 3.929
R2 3.964 3.964 3.923
R1 3.936 3.936 3.916 3.950
PP 3.890 3.890 3.890 3.897
S1 3.862 3.862 3.902 3.876
S2 3.816 3.816 3.895
S3 3.742 3.788 3.889
S4 3.668 3.714 3.868
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 3.821 0.163 4.2% 0.092 2.4% 54% False False 23,716
10 3.984 3.780 0.204 5.2% 0.087 2.2% 63% False False 27,761
20 3.984 3.550 0.434 11.1% 0.090 2.3% 83% False False 27,864
40 3.984 3.205 0.779 19.9% 0.087 2.2% 90% False False 20,810
60 3.984 3.205 0.779 19.9% 0.089 2.3% 90% False False 16,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.232
2.618 4.111
1.618 4.037
1.000 3.991
0.618 3.963
HIGH 3.917
0.618 3.889
0.500 3.880
0.382 3.871
LOW 3.843
0.618 3.797
1.000 3.769
1.618 3.723
2.618 3.649
4.250 3.529
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 3.899 3.908
PP 3.890 3.907
S1 3.880 3.907

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

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