NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 3.919 3.877 -0.042 -1.1% 4.025
High 3.919 3.956 0.037 0.9% 4.030
Low 3.847 3.876 0.029 0.8% 3.837
Close 3.871 3.933 0.062 1.6% 3.871
Range 0.072 0.080 0.008 11.1% 0.193
ATR 0.083 0.084 0.000 0.1% 0.000
Volume 1,971 1,534 -437 -22.2% 9,915
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.162 4.127 3.977
R3 4.082 4.047 3.955
R2 4.002 4.002 3.948
R1 3.967 3.967 3.940 3.985
PP 3.922 3.922 3.922 3.930
S1 3.887 3.887 3.926 3.905
S2 3.842 3.842 3.918
S3 3.762 3.807 3.911
S4 3.682 3.727 3.889
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.492 4.374 3.977
R3 4.299 4.181 3.924
R2 4.106 4.106 3.906
R1 3.988 3.988 3.889 3.951
PP 3.913 3.913 3.913 3.894
S1 3.795 3.795 3.853 3.758
S2 3.720 3.720 3.836
S3 3.527 3.602 3.818
S4 3.334 3.409 3.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.980 3.837 0.143 3.6% 0.083 2.1% 67% False False 1,667
10 4.031 3.837 0.194 4.9% 0.081 2.0% 49% False False 2,150
20 4.031 3.764 0.267 6.8% 0.079 2.0% 63% False False 2,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.296
2.618 4.165
1.618 4.085
1.000 4.036
0.618 4.005
HIGH 3.956
0.618 3.925
0.500 3.916
0.382 3.907
LOW 3.876
0.618 3.827
1.000 3.796
1.618 3.747
2.618 3.667
4.250 3.536
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 3.927 3.921
PP 3.922 3.909
S1 3.916 3.897

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

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