NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 3.856 3.847 -0.009 -0.2% 3.497
High 3.914 3.861 -0.053 -1.4% 3.758
Low 3.774 3.729 -0.045 -1.2% 3.458
Close 3.868 3.779 -0.089 -2.3% 3.752
Range 0.140 0.132 -0.008 -5.7% 0.300
ATR 0.092 0.095 0.003 3.6% 0.000
Volume 28,563 24,253 -4,310 -15.1% 71,379
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.186 4.114 3.852
R3 4.054 3.982 3.815
R2 3.922 3.922 3.803
R1 3.850 3.850 3.791 3.820
PP 3.790 3.790 3.790 3.775
S1 3.718 3.718 3.767 3.688
S2 3.658 3.658 3.755
S3 3.526 3.586 3.743
S4 3.394 3.454 3.706
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 3.630 0.284 7.5% 0.105 2.8% 52% False False 21,684
10 3.914 3.397 0.517 13.7% 0.090 2.4% 74% False False 16,197
20 3.914 3.224 0.690 18.3% 0.095 2.5% 80% False False 15,694
40 3.914 3.210 0.704 18.6% 0.086 2.3% 81% False False 11,666
60 3.914 3.210 0.704 18.6% 0.087 2.3% 81% False False 9,864
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.422
2.618 4.207
1.618 4.075
1.000 3.993
0.618 3.943
HIGH 3.861
0.618 3.811
0.500 3.795
0.382 3.779
LOW 3.729
0.618 3.647
1.000 3.597
1.618 3.515
2.618 3.383
4.250 3.168
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 3.795 3.822
PP 3.790 3.807
S1 3.784 3.793

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

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