NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	3.927	3.949	0.022	0.6%	4.018
High	3.955	3.980	0.025	0.6%	4.161
Low	3.909	3.869	-0.040	-1.0%	3.936
Close	3.944	3.884	-0.060	-1.5%	3.962
Range	0.046	0.111	0.065	141.3%	0.225
ATR	0.103	0.103	0.001	0.6%	0.000
Volume	44,214	44,217	3	0.0%	196,560

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.244	4.175	3.945
R3	4.133	4.064	3.915
R2	4.022	4.022	3.904
R1	3.953	3.953	3.894	3.932
PP	3.911	3.911	3.911	3.901
S1	3.842	3.842	3.874	3.821
S2	3.800	3.800	3.864
S3	3.689	3.731	3.853
S4	3.578	3.620	3.823

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.695	4.553	4.086
R3	4.470	4.328	4.024
R2	4.245	4.245	4.003
R1	4.103	4.103	3.983	4.062
PP	4.020	4.020	4.020	3.999
S1	3.878	3.878	3.941	3.837
S2	3.795	3.795	3.921
S3	3.570	3.653	3.900
S4	3.345	3.428	3.838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.100	3.869	0.231	5.9%	0.107	2.8%	6%	False	True	45,613
10	4.161	3.869	0.292	7.5%	0.098	2.5%	5%	False	True	41,798
20	4.370	3.869	0.501	12.9%	0.097	2.5%	3%	False	True	36,855
40	4.516	3.869	0.647	16.7%	0.106	2.7%	2%	False	True	30,549
60	4.871	3.869	1.002	25.8%	0.105	2.7%	1%	False	True	25,644
80	5.037	3.869	1.168	30.1%	0.107	2.8%	1%	False	True	21,421
100	5.283	3.869	1.414	36.4%	0.110	2.8%	1%	False	True	18,853
120	5.283	3.869	1.414	36.4%	0.109	2.8%	1%	False	True	16,822

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	0.033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.452
2.618	4.271
1.618	4.160
1.000	4.091
0.618	4.049
HIGH	3.980
0.618	3.938
0.500	3.925
0.382	3.911
LOW	3.869
0.618	3.800
1.000	3.758
1.618	3.689
2.618	3.578
4.250	3.397

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	3.925	3.935
PP	3.911	3.918
S1	3.898	3.901

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols