NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 4.031 3.970 -0.061 -1.5% 4.125
High 4.048 4.008 -0.040 -1.0% 4.180
Low 3.966 3.929 -0.037 -0.9% 4.010
Close 3.970 3.989 0.019 0.5% 4.022
Range 0.082 0.079 -0.003 -3.7% 0.170
ATR 0.090 0.089 -0.001 -0.8% 0.000
Volume 25,195 19,101 -6,094 -24.2% 104,496
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.212 4.180 4.032
R3 4.133 4.101 4.011
R2 4.054 4.054 4.003
R1 4.022 4.022 3.996 4.038
PP 3.975 3.975 3.975 3.984
S1 3.943 3.943 3.982 3.959
S2 3.896 3.896 3.975
S3 3.817 3.864 3.967
S4 3.738 3.785 3.946
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.581 4.471 4.116
R3 4.411 4.301 4.069
R2 4.241 4.241 4.053
R1 4.131 4.131 4.038 4.101
PP 4.071 4.071 4.071 4.056
S1 3.961 3.961 4.006 3.931
S2 3.901 3.901 3.991
S3 3.731 3.791 3.975
S4 3.561 3.621 3.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.111 3.929 0.182 4.6% 0.084 2.1% 33% False True 22,155
10 4.213 3.929 0.284 7.1% 0.082 2.1% 21% False True 20,540
20 4.360 3.929 0.431 10.8% 0.081 2.0% 14% False True 14,051
40 4.580 3.929 0.651 16.3% 0.095 2.4% 9% False True 10,414
60 4.920 3.929 0.991 24.8% 0.094 2.4% 6% False True 8,706
80 4.958 3.929 1.029 25.8% 0.096 2.4% 6% False True 7,085
100 5.330 3.929 1.401 35.1% 0.097 2.4% 4% False True 6,040
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.344
2.618 4.215
1.618 4.136
1.000 4.087
0.618 4.057
HIGH 4.008
0.618 3.978
0.500 3.969
0.382 3.959
LOW 3.929
0.618 3.880
1.000 3.850
1.618 3.801
2.618 3.722
4.250 3.593
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 3.982 3.989
PP 3.975 3.989
S1 3.969 3.989

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

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