NYMEX Natural Gas Future March 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 4.159 4.100 -0.059 -1.4% 4.148
High 4.169 4.144 -0.025 -0.6% 4.281
Low 4.106 4.058 -0.048 -1.2% 4.090
Close 4.110 4.072 -0.038 -0.9% 4.110
Range 0.063 0.086 0.023 36.5% 0.191
ATR 0.090 0.090 0.000 -0.3% 0.000
Volume 20,536 18,087 -2,449 -11.9% 58,436
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.349 4.297 4.119
R3 4.263 4.211 4.096
R2 4.177 4.177 4.088
R1 4.125 4.125 4.080 4.108
PP 4.091 4.091 4.091 4.083
S1 4.039 4.039 4.064 4.022
S2 4.005 4.005 4.056
S3 3.919 3.953 4.048
S4 3.833 3.867 4.025
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.733 4.613 4.215
R3 4.542 4.422 4.163
R2 4.351 4.351 4.145
R1 4.231 4.231 4.128 4.196
PP 4.160 4.160 4.160 4.143
S1 4.040 4.040 4.092 4.005
S2 3.969 3.969 4.075
S3 3.778 3.849 4.057
S4 3.587 3.658 4.005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.281 4.058 0.223 5.5% 0.085 2.1% 6% False True 13,482
10 4.333 4.058 0.275 6.8% 0.079 1.9% 5% False True 12,317
20 4.450 4.058 0.392 9.6% 0.086 2.1% 4% False True 12,150
40 4.558 4.058 0.500 12.3% 0.093 2.3% 3% False True 9,889
60 4.912 4.058 0.854 21.0% 0.092 2.3% 2% False True 8,187
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.510
2.618 4.369
1.618 4.283
1.000 4.230
0.618 4.197
HIGH 4.144
0.618 4.111
0.500 4.101
0.382 4.091
LOW 4.058
0.618 4.005
1.000 3.972
1.618 3.919
2.618 3.833
4.250 3.693
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 4.101 4.139
PP 4.091 4.117
S1 4.082 4.094

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

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