NYMEX Natural Gas Future March 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 3.878 3.938 0.060 1.5% 3.947
High 3.964 3.969 0.005 0.1% 4.044
Low 3.878 3.852 -0.026 -0.7% 3.824
Close 3.952 3.875 -0.077 -1.9% 4.026
Range 0.086 0.117 0.031 36.0% 0.220
ATR 0.101 0.102 0.001 1.1% 0.000
Volume 18,063 15,577 -2,486 -13.8% 80,138
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.250 4.179 3.939
R3 4.133 4.062 3.907
R2 4.016 4.016 3.896
R1 3.945 3.945 3.886 3.922
PP 3.899 3.899 3.899 3.887
S1 3.828 3.828 3.864 3.805
S2 3.782 3.782 3.854
S3 3.665 3.711 3.843
S4 3.548 3.594 3.811
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.625 4.545 4.147
R3 4.405 4.325 4.087
R2 4.185 4.185 4.066
R1 4.105 4.105 4.046 4.145
PP 3.965 3.965 3.965 3.985
S1 3.885 3.885 4.006 3.925
S2 3.745 3.745 3.986
S3 3.525 3.665 3.966
S4 3.305 3.445 3.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.049 3.852 0.197 5.1% 0.119 3.1% 12% False True 18,869
10 4.049 3.824 0.225 5.8% 0.107 2.8% 23% False False 20,249
20 4.049 3.630 0.419 10.8% 0.103 2.7% 58% False False 20,784
40 4.049 3.210 0.839 21.7% 0.096 2.5% 79% False False 16,360
60 4.049 3.210 0.839 21.7% 0.092 2.4% 79% False False 13,427
80 4.049 3.210 0.839 21.7% 0.091 2.3% 79% False False 11,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.466
2.618 4.275
1.618 4.158
1.000 4.086
0.618 4.041
HIGH 3.969
0.618 3.924
0.500 3.911
0.382 3.897
LOW 3.852
0.618 3.780
1.000 3.735
1.618 3.663
2.618 3.546
4.250 3.355
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 3.911 3.951
PP 3.899 3.925
S1 3.887 3.900

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

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