NYMEX Natural Gas Future February 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 3.651 3.732 0.081 2.2% 3.533
High 3.743 3.790 0.047 1.3% 3.790
Low 3.651 3.713 0.062 1.7% 3.469
Close 3.738 3.780 0.042 1.1% 3.780
Range 0.092 0.077 -0.015 -16.3% 0.321
ATR 0.089 0.088 -0.001 -1.0% 0.000
Volume 14,049 19,952 5,903 42.0% 62,223
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 3.992 3.963 3.822
R3 3.915 3.886 3.801
R2 3.838 3.838 3.794
R1 3.809 3.809 3.787 3.824
PP 3.761 3.761 3.761 3.768
S1 3.732 3.732 3.773 3.747
S2 3.684 3.684 3.766
S3 3.607 3.655 3.759
S4 3.530 3.578 3.738
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.643 4.532 3.957
R3 4.322 4.211 3.868
R2 4.001 4.001 3.839
R1 3.890 3.890 3.809 3.946
PP 3.680 3.680 3.680 3.707
S1 3.569 3.569 3.751 3.625
S2 3.359 3.359 3.721
S3 3.038 3.248 3.692
S4 2.717 2.927 3.603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.790 3.469 0.321 8.5% 0.078 2.1% 97% True False 12,444
10 3.790 3.400 0.390 10.3% 0.078 2.1% 97% True False 10,679
20 3.790 3.241 0.549 14.5% 0.089 2.4% 98% True False 9,938
40 3.790 3.222 0.568 15.0% 0.087 2.3% 98% True False 7,768
60 3.790 3.222 0.568 15.0% 0.089 2.4% 98% True False 6,629
80 3.790 3.150 0.640 16.9% 0.089 2.3% 98% True False 5,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.117
2.618 3.992
1.618 3.915
1.000 3.867
0.618 3.838
HIGH 3.790
0.618 3.761
0.500 3.752
0.382 3.742
LOW 3.713
0.618 3.665
1.000 3.636
1.618 3.588
2.618 3.511
4.250 3.386
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 3.771 3.747
PP 3.761 3.713
S1 3.752 3.680

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

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