NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 3.755 3.609 -0.146 -3.9% 3.811
High 3.755 3.670 -0.085 -2.3% 3.919
Low 3.623 3.599 -0.024 -0.7% 3.623
Close 3.646 3.641 -0.005 -0.1% 3.646
Range 0.132 0.071 -0.061 -46.2% 0.296
ATR 0.100 0.098 -0.002 -2.1% 0.000
Volume 28,973 24,247 -4,726 -16.3% 101,199
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 3.850 3.816 3.680
R3 3.779 3.745 3.661
R2 3.708 3.708 3.654
R1 3.674 3.674 3.648 3.691
PP 3.637 3.637 3.637 3.645
S1 3.603 3.603 3.634 3.620
S2 3.566 3.566 3.628
S3 3.495 3.532 3.621
S4 3.424 3.461 3.602
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 4.617 4.428 3.809
R3 4.321 4.132 3.727
R2 4.025 4.025 3.700
R1 3.836 3.836 3.673 3.783
PP 3.729 3.729 3.729 3.703
S1 3.540 3.540 3.619 3.487
S2 3.433 3.433 3.592
S3 3.137 3.244 3.565
S4 2.841 2.948 3.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.875 3.599 0.276 7.6% 0.101 2.8% 15% False True 22,017
10 3.921 3.599 0.322 8.8% 0.101 2.8% 13% False True 21,087
20 3.984 3.599 0.385 10.6% 0.096 2.6% 11% False True 24,033
40 3.984 3.321 0.663 18.2% 0.092 2.5% 48% False False 23,123
60 3.984 3.205 0.779 21.4% 0.089 2.4% 56% False False 18,397
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 0.017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.972
2.618 3.856
1.618 3.785
1.000 3.741
0.618 3.714
HIGH 3.670
0.618 3.643
0.500 3.635
0.382 3.626
LOW 3.599
0.618 3.555
1.000 3.528
1.618 3.484
2.618 3.413
4.250 3.297
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 3.639 3.711
PP 3.637 3.687
S1 3.635 3.664

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

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