In it's crudest sense, falling pressure typically leads bad weather, and rising pressure indicates improving weather. And remember, if you are looking at an altimeter, falling pressure is equal to an increase in altitude. So if your altimeter says your altitude is going up, and you know you're not, bad weather is approaching. But, here are a few general statements from the National Weather Service that can provide even more assistance with your basic weather predictions...
1) When the wind sets in from points between south and southeast and the barometer falls steadily, a storm is approaching from the west or northwest, and its center will pass near or north of the observer within 12 to 24 hours, with wind shifting to the northwest by way of south and southwest
2) When the wind sets in from points between east and northeast and the barometer falls steadily, a storm is approaching from the south or southwest, and its center will pass near or to the south of the observer within 12 to 24 hours, with winds shifting to northwest by way of north. The rapidity of the storm's approach and its intensity will be indicated by the rate and amount of the fall in the barometer.
3) As a rule, winds from the east quadrants and falling barometric pressure indicate foul weather, and winds shifting to the west quadrants indicate clearing and fair weather, but again there are exceptions and in some parts of the country these rules do not apply.
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