NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 2.632 2.588 -0.044 -1.7% 2.765
High 2.646 2.600 -0.046 -1.7% 2.774
Low 2.590 2.526 -0.064 -2.5% 2.524
Close 2.604 2.530 -0.074 -2.8% 2.569
Range 0.056 0.074 0.018 32.1% 0.250
ATR 0.087 0.086 -0.001 -0.7% 0.000
Volume 20,950 14,084 -6,866 -32.8% 94,811
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.774 2.726 2.571
R3 2.700 2.652 2.550
R2 2.626 2.626 2.544
R1 2.578 2.578 2.537 2.565
PP 2.552 2.552 2.552 2.546
S1 2.504 2.504 2.523 2.491
S2 2.478 2.478 2.516
S3 2.404 2.430 2.510
S4 2.330 2.356 2.489
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 3.372 3.221 2.707
R3 3.122 2.971 2.638
R2 2.872 2.872 2.615
R1 2.721 2.721 2.592 2.672
PP 2.622 2.622 2.622 2.598
S1 2.471 2.471 2.546 2.422
S2 2.372 2.372 2.523
S3 2.122 2.221 2.500
S4 1.872 1.971 2.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.663 2.524 0.139 5.5% 0.071 2.8% 4% False False 21,945
10 2.779 2.524 0.255 10.1% 0.072 2.8% 2% False False 19,971
20 2.852 2.524 0.328 13.0% 0.078 3.1% 2% False False 19,960
40 3.198 2.524 0.674 26.6% 0.088 3.5% 1% False False 21,652
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.915
2.618 2.794
1.618 2.720
1.000 2.674
0.618 2.646
HIGH 2.600
0.618 2.572
0.500 2.563
0.382 2.554
LOW 2.526
0.618 2.480
1.000 2.452
1.618 2.406
2.618 2.332
4.250 2.212
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 2.563 2.595
PP 2.552 2.573
S1 2.541 2.552

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

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