NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 3.771 3.856 0.085 2.3% 3.497
High 3.867 3.914 0.047 1.2% 3.758
Low 3.771 3.774 0.003 0.1% 3.458
Close 3.859 3.868 0.009 0.2% 3.752
Range 0.096 0.140 0.044 45.8% 0.300
ATR 0.088 0.092 0.004 4.2% 0.000
Volume 17,395 28,563 11,168 64.2% 71,379
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.272 4.210 3.945
R3 4.132 4.070 3.907
R2 3.992 3.992 3.894
R1 3.930 3.930 3.881 3.961
PP 3.852 3.852 3.852 3.868
S1 3.790 3.790 3.855 3.821
S2 3.712 3.712 3.842
S3 3.572 3.650 3.830
S4 3.432 3.510 3.791
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 3.914 3.557 0.357 9.2% 0.097 2.5% 87% True False 18,738
10 3.914 3.383 0.531 13.7% 0.083 2.2% 91% True False 14,858
20 3.914 3.224 0.690 17.8% 0.091 2.4% 93% True False 14,874
40 3.914 3.210 0.704 18.2% 0.085 2.2% 93% True False 11,159
60 3.914 3.210 0.704 18.2% 0.087 2.2% 93% True False 9,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.509
2.618 4.281
1.618 4.141
1.000 4.054
0.618 4.001
HIGH 3.914
0.618 3.861
0.500 3.844
0.382 3.827
LOW 3.774
0.618 3.687
1.000 3.634
1.618 3.547
2.618 3.407
4.250 3.179
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 3.860 3.846
PP 3.852 3.823
S1 3.844 3.801

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

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