NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 3.830 3.827 -0.003 -0.1% 4.024
High 3.906 3.848 -0.058 -1.5% 4.039
Low 3.790 3.749 -0.041 -1.1% 3.749
Close 3.827 3.826 -0.001 0.0% 3.826
Range 0.116 0.099 -0.017 -14.7% 0.290
ATR 0.111 0.110 -0.001 -0.8% 0.000
Volume 101,532 52,608 -48,924 -48.2% 351,734
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.105 4.064 3.880
R3 4.006 3.965 3.853
R2 3.907 3.907 3.844
R1 3.866 3.866 3.835 3.837
PP 3.808 3.808 3.808 3.793
S1 3.767 3.767 3.817 3.738
S2 3.709 3.709 3.808
S3 3.610 3.668 3.799
S4 3.511 3.569 3.772
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.741 4.574 3.986
R3 4.451 4.284 3.906
R2 4.161 4.161 3.879
R1 3.994 3.994 3.853 3.933
PP 3.871 3.871 3.871 3.841
S1 3.704 3.704 3.799 3.643
S2 3.581 3.581 3.773
S3 3.291 3.414 3.746
S4 3.001 3.124 3.667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.039 3.749 0.290 7.6% 0.120 3.1% 27% False True 70,346
10 4.039 3.747 0.292 7.6% 0.116 3.0% 27% False False 76,637
20 4.161 3.747 0.414 10.8% 0.110 2.9% 19% False False 61,668
40 4.450 3.747 0.703 18.4% 0.109 2.9% 11% False False 46,779
60 4.537 3.747 0.790 20.6% 0.107 2.8% 10% False False 38,396
80 4.871 3.747 1.124 29.4% 0.108 2.8% 7% False False 31,603
100 5.283 3.747 1.536 40.1% 0.110 2.9% 5% False False 27,161
120 5.283 3.747 1.536 40.1% 0.112 2.9% 5% False False 23,700
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 False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.269
2.618 4.107
1.618 4.008
1.000 3.947
0.618 3.909
HIGH 3.848
0.618 3.810
0.500 3.799
0.382 3.787
LOW 3.749
0.618 3.688
1.000 3.650
1.618 3.589
2.618 3.490
4.250 3.328
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 3.817 3.828
PP 3.808 3.827
S1 3.799 3.827

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

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