NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	3.825	4.024	0.199	5.2%	3.815
High	3.984	4.039	0.055	1.4%	3.984
Low	3.793	3.863	0.070	1.8%	3.747
Close	3.960	3.903	-0.057	-1.4%	3.960
Range	0.191	0.176	-0.015	-7.9%	0.237
ATR	0.107	0.112	0.005	4.6%	0.000
Volume	90,228	69,722	-20,506	-22.7%	414,641

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.463	4.359	4.000
R3	4.287	4.183	3.951
R2	4.111	4.111	3.935
R1	4.007	4.007	3.919	3.971
PP	3.935	3.935	3.935	3.917
S1	3.831	3.831	3.887	3.795
S2	3.759	3.759	3.871
S3	3.583	3.655	3.855
S4	3.407	3.479	3.806

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.608	4.521	4.090
R3	4.371	4.284	4.025
R2	4.134	4.134	4.003
R1	4.047	4.047	3.982	4.091
PP	3.897	3.897	3.897	3.919
S1	3.810	3.810	3.938	3.854
S2	3.660	3.660	3.917
S3	3.423	3.573	3.895
S4	3.186	3.336	3.830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.039	3.747	0.292	7.5%	0.128	3.3%	53%	True	False	83,667
10	4.039	3.747	0.292	7.5%	0.111	2.8%	53%	True	False	70,946
20	4.205	3.747	0.458	11.7%	0.104	2.7%	34%	False	False	55,365
40	4.450	3.747	0.703	18.0%	0.110	2.8%	22%	False	False	41,416
60	4.710	3.747	0.963	24.7%	0.106	2.7%	16%	False	False	34,201
80	4.871	3.747	1.124	28.8%	0.107	2.7%	14%	False	False	28,405
100	5.283	3.747	1.536	39.4%	0.111	2.8%	10%	False	False	24,681
120	5.283	3.747	1.536	39.4%	0.111	2.9%	10%	False	False	21,682

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.787
2.618	4.500
1.618	4.324
1.000	4.215
0.618	4.148
HIGH	4.039
0.618	3.972
0.500	3.951
0.382	3.930
LOW	3.863
0.618	3.754
1.000	3.687
1.618	3.578
2.618	3.402
4.250	3.115

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	3.951	3.900
PP	3.935	3.896
S1	3.919	3.893

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