NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 3.900 3.870 -0.030 -0.8% 3.787
High 3.900 3.954 0.054 1.4% 3.870
Low 3.840 3.862 0.022 0.6% 3.700
Close 3.870 3.940 0.070 1.8% 3.780
Range 0.060 0.092 0.032 53.3% 0.170
ATR 0.090 0.091 0.000 0.1% 0.000
Volume 28,146 19,392 -8,754 -31.1% 165,810
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.195 4.159 3.991
R3 4.103 4.067 3.965
R2 4.011 4.011 3.957
R1 3.975 3.975 3.948 3.993
PP 3.919 3.919 3.919 3.928
S1 3.883 3.883 3.932 3.901
S2 3.827 3.827 3.923
S3 3.735 3.791 3.915
S4 3.643 3.699 3.889
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.293 4.207 3.874
R3 4.123 4.037 3.827
R2 3.953 3.953 3.811
R1 3.867 3.867 3.796 3.825
PP 3.783 3.783 3.783 3.763
S1 3.697 3.697 3.764 3.655
S2 3.613 3.613 3.749
S3 3.443 3.527 3.733
S4 3.273 3.357 3.687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.954 3.733 0.221 5.6% 0.087 2.2% 94% True False 21,676
10 3.954 3.668 0.286 7.3% 0.091 2.3% 95% True False 28,146
20 3.954 3.390 0.564 14.3% 0.084 2.1% 98% True False 21,535
40 3.954 3.205 0.749 19.0% 0.087 2.2% 98% True False 16,584
60 3.954 3.205 0.749 19.0% 0.087 2.2% 98% True False 14,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.345
2.618 4.195
1.618 4.103
1.000 4.046
0.618 4.011
HIGH 3.954
0.618 3.919
0.500 3.908
0.382 3.897
LOW 3.862
0.618 3.805
1.000 3.770
1.618 3.713
2.618 3.621
4.250 3.471
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 3.929 3.914
PP 3.919 3.887
S1 3.908 3.861

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

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