NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 3.846 3.909 0.063 1.6% 3.880
High 3.917 3.921 0.004 0.1% 3.984
Low 3.843 3.814 -0.029 -0.8% 3.780
Close 3.909 3.837 -0.072 -1.8% 3.966
Range 0.074 0.107 0.033 44.6% 0.204
ATR 0.091 0.092 0.001 1.2% 0.000
Volume 25,702 17,187 -8,515 -33.1% 122,287
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.178 4.115 3.896
R3 4.071 4.008 3.866
R2 3.964 3.964 3.857
R1 3.901 3.901 3.847 3.879
PP 3.857 3.857 3.857 3.847
S1 3.794 3.794 3.827 3.772
S2 3.750 3.750 3.817
S3 3.643 3.687 3.808
S4 3.536 3.580 3.778
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 3.814 0.170 4.4% 0.099 2.6% 14% False True 23,402
10 3.984 3.780 0.204 5.3% 0.091 2.4% 28% False False 26,665
20 3.984 3.622 0.362 9.4% 0.090 2.4% 59% False False 27,734
40 3.984 3.205 0.779 20.3% 0.088 2.3% 81% False False 21,038
60 3.984 3.205 0.779 20.3% 0.090 2.3% 81% False False 17,044
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.376
2.618 4.201
1.618 4.094
1.000 4.028
0.618 3.987
HIGH 3.921
0.618 3.880
0.500 3.868
0.382 3.855
LOW 3.814
0.618 3.748
1.000 3.707
1.618 3.641
2.618 3.534
4.250 3.359
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 3.868 3.898
PP 3.857 3.878
S1 3.847 3.857

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

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