NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 3.871 3.794 -0.077 -2.0% 3.963
High 3.875 3.840 -0.035 -0.9% 3.982
Low 3.741 3.765 0.024 0.6% 3.773
Close 3.778 3.771 -0.007 -0.2% 3.806
Range 0.134 0.075 -0.059 -44.0% 0.209
ATR 0.098 0.097 -0.002 -1.7% 0.000
Volume 21,352 16,233 -5,119 -24.0% 108,705
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.017 3.969 3.812
R3 3.942 3.894 3.792
R2 3.867 3.867 3.785
R1 3.819 3.819 3.778 3.806
PP 3.792 3.792 3.792 3.785
S1 3.744 3.744 3.764 3.731
S2 3.717 3.717 3.757
S3 3.642 3.669 3.750
S4 3.567 3.594 3.730
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.481 4.352 3.921
R3 4.272 4.143 3.863
R2 4.063 4.063 3.844
R1 3.934 3.934 3.825 3.894
PP 3.854 3.854 3.854 3.834
S1 3.725 3.725 3.787 3.685
S2 3.645 3.645 3.768
S3 3.436 3.516 3.749
S4 3.227 3.307 3.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.919 3.741 0.178 4.7% 0.107 2.8% 17% False False 19,096
10 3.984 3.741 0.243 6.4% 0.103 2.7% 12% False False 21,249
20 3.984 3.717 0.267 7.1% 0.094 2.5% 20% False False 23,851
40 3.984 3.224 0.760 20.2% 0.092 2.4% 72% False False 22,393
60 3.984 3.205 0.779 20.7% 0.089 2.4% 73% False False 17,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.159
2.618 4.036
1.618 3.961
1.000 3.915
0.618 3.886
HIGH 3.840
0.618 3.811
0.500 3.803
0.382 3.794
LOW 3.765
0.618 3.719
1.000 3.690
1.618 3.644
2.618 3.569
4.250 3.446
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 3.803 3.830
PP 3.792 3.810
S1 3.782 3.791

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

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