NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 3.711 3.771 0.060 1.6% 3.497
High 3.758 3.867 0.109 2.9% 3.758
Low 3.688 3.771 0.083 2.3% 3.458
Close 3.752 3.859 0.107 2.9% 3.752
Range 0.070 0.096 0.026 37.1% 0.300
ATR 0.086 0.088 0.002 2.4% 0.000
Volume 21,009 17,395 -3,614 -17.2% 71,379
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.120 4.086 3.912
R3 4.024 3.990 3.885
R2 3.928 3.928 3.877
R1 3.894 3.894 3.868 3.911
PP 3.832 3.832 3.832 3.841
S1 3.798 3.798 3.850 3.815
S2 3.736 3.736 3.841
S3 3.640 3.702 3.833
S4 3.544 3.606 3.806
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 4.556 4.454 3.917
R3 4.256 4.154 3.835
R2 3.956 3.956 3.807
R1 3.854 3.854 3.780 3.905
PP 3.656 3.656 3.656 3.682
S1 3.554 3.554 3.725 3.605
S2 3.356 3.356 3.697
S3 3.056 3.254 3.670
S4 2.756 2.954 3.587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.867 3.511 0.356 9.2% 0.079 2.0% 98% True False 15,164
10 3.867 3.383 0.484 12.5% 0.077 2.0% 98% True False 13,141
20 3.867 3.224 0.643 16.7% 0.089 2.3% 99% True False 13,725
40 3.867 3.210 0.657 17.0% 0.084 2.2% 99% True False 10,583
60 3.867 3.210 0.657 17.0% 0.085 2.2% 99% True False 9,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.275
2.618 4.118
1.618 4.022
1.000 3.963
0.618 3.926
HIGH 3.867
0.618 3.830
0.500 3.819
0.382 3.808
LOW 3.771
0.618 3.712
1.000 3.675
1.618 3.616
2.618 3.520
4.250 3.363
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 3.846 3.822
PP 3.832 3.785
S1 3.819 3.749

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

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