NYMEX Natural Gas Future April 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 3.811 3.871 0.060 1.6% 3.963
High 3.919 3.875 -0.044 -1.1% 3.982
Low 3.805 3.741 -0.064 -1.7% 3.773
Close 3.873 3.778 -0.095 -2.5% 3.806
Range 0.114 0.134 0.020 17.5% 0.209
ATR 0.096 0.098 0.003 2.9% 0.000
Volume 15,359 21,352 5,993 39.0% 108,705
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.200 4.123 3.852
R3 4.066 3.989 3.815
R2 3.932 3.932 3.803
R1 3.855 3.855 3.790 3.827
PP 3.798 3.798 3.798 3.784
S1 3.721 3.721 3.766 3.693
S2 3.664 3.664 3.753
S3 3.530 3.587 3.741
S4 3.396 3.453 3.704
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 4.481 4.352 3.921
R3 4.272 4.143 3.863
R2 4.063 4.063 3.844
R1 3.934 3.934 3.825 3.894
PP 3.854 3.854 3.854 3.834
S1 3.725 3.725 3.787 3.685
S2 3.645 3.645 3.768
S3 3.436 3.516 3.749
S4 3.227 3.307 3.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.921 3.741 0.180 4.8% 0.114 3.0% 21% False True 19,287
10 3.984 3.741 0.243 6.4% 0.103 2.7% 15% False True 21,501
20 3.984 3.700 0.284 7.5% 0.097 2.6% 27% False False 24,930
40 3.984 3.224 0.760 20.1% 0.091 2.4% 73% False False 22,199
60 3.984 3.205 0.779 20.6% 0.090 2.4% 74% False False 17,736
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 0.018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.445
2.618 4.226
1.618 4.092
1.000 4.009
0.618 3.958
HIGH 3.875
0.618 3.824
0.500 3.808
0.382 3.792
LOW 3.741
0.618 3.658
1.000 3.607
1.618 3.524
2.618 3.390
4.250 3.172
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 3.808 3.830
PP 3.798 3.813
S1 3.788 3.795

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

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