NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	4.165	4.100	-0.065	-1.6%	4.157
High	4.204	4.165	-0.039	-0.9%	4.300
Low	4.118	4.071	-0.047	-1.1%	4.088
Close	4.123	4.089	-0.034	-0.8%	4.123
Range	0.086	0.094	0.008	9.3%	0.212
ATR	0.100	0.099	0.000	-0.4%	0.000
Volume	43,107	50,237	7,130	16.5%	161,941

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.334	4.141
R3	4.296	4.240	4.115
R2	4.202	4.202	4.106
R1	4.146	4.146	4.098	4.127
PP	4.108	4.108	4.108	4.099
S1	4.052	4.052	4.080	4.033
S2	4.014	4.014	4.072
S3	3.920	3.958	4.063
S4	3.826	3.864	4.037

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.806	4.677	4.240
R3	4.594	4.465	4.181
R2	4.382	4.382	4.162
R1	4.253	4.253	4.142	4.212
PP	4.170	4.170	4.170	4.150
S1	4.041	4.041	4.104	4.000
S2	3.958	3.958	4.084
S3	3.746	3.829	4.065
S4	3.534	3.617	4.006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.300	4.071	0.229	5.6%	0.097	2.4%	8%	False	True	36,877
10	4.350	4.071	0.279	6.8%	0.088	2.1%	6%	False	True	34,563
20	4.477	4.071	0.406	9.9%	0.095	2.3%	4%	False	True	32,416
40	4.606	4.071	0.535	13.1%	0.104	2.5%	3%	False	True	27,589
60	4.962	4.071	0.891	21.8%	0.104	2.5%	2%	False	True	23,977
80	5.242	4.071	1.171	28.6%	0.104	2.5%	2%	False	True	21,440
100	5.356	4.071	1.285	31.4%	0.107	2.6%	1%	False	True	19,459

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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.565
2.618	4.411
1.618	4.317
1.000	4.259
0.618	4.223
HIGH	4.165
0.618	4.129
0.500	4.118
0.382	4.107
LOW	4.071
0.618	4.013
1.000	3.977
1.618	3.919
2.618	3.825
4.250	3.672

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	4.118	4.154
PP	4.108	4.132
S1	4.099	4.111

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