NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 4.010 4.008 -0.002 0.0% 4.100
High 4.024 4.028 0.004 0.1% 4.165
Low 3.940 3.944 0.004 0.1% 3.989
Close 4.008 3.950 -0.058 -1.4% 4.000
Range 0.084 0.084 0.000 0.0% 0.176
ATR 0.095 0.094 -0.001 -0.8% 0.000
Volume 85,114 118,507 33,393 39.2% 241,058
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.226 4.172 3.996
R3 4.142 4.088 3.973
R2 4.058 4.058 3.965
R1 4.004 4.004 3.958 3.989
PP 3.974 3.974 3.974 3.967
S1 3.920 3.920 3.942 3.905
S2 3.890 3.890 3.935
S3 3.806 3.836 3.927
S4 3.722 3.752 3.904
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.579 4.466 4.097
R3 4.403 4.290 4.048
R2 4.227 4.227 4.032
R1 4.114 4.114 4.016 4.083
PP 4.051 4.051 4.051 4.036
S1 3.938 3.938 3.984 3.907
S2 3.875 3.875 3.968
S3 3.699 3.762 3.952
S4 3.523 3.586 3.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.106 3.940 0.166 4.2% 0.089 2.3% 6% False False 80,885
10 4.237 3.940 0.297 7.5% 0.093 2.4% 3% False False 60,625
20 4.461 3.940 0.521 13.2% 0.089 2.2% 2% False False 46,087
40 4.564 3.940 0.624 15.8% 0.100 2.5% 2% False False 35,416
60 4.949 3.940 1.009 25.5% 0.101 2.6% 1% False False 29,874
80 4.962 3.940 1.022 25.9% 0.103 2.6% 1% False False 26,276
100 5.356 3.940 1.416 35.8% 0.105 2.7% 1% False False 23,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Fibonacci Retracements and Extensions
4.250 4.385
2.618 4.248
1.618 4.164
1.000 4.112
0.618 4.080
HIGH 4.028
0.618 3.996
0.500 3.986
0.382 3.976
LOW 3.944
0.618 3.892
1.000 3.860
1.618 3.808
2.618 3.724
4.250 3.587
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 3.986 3.995
PP 3.974 3.980
S1 3.962 3.965

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

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