NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 4.100 4.072 -0.028 -0.7% 4.148
High 4.144 4.109 -0.035 -0.8% 4.281
Low 4.058 4.053 -0.005 -0.1% 4.090
Close 4.072 4.099 0.027 0.7% 4.110
Range 0.086 0.056 -0.030 -34.9% 0.191
ATR 0.090 0.088 -0.002 -2.7% 0.000
Volume 18,087 18,231 144 0.8% 58,436
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.255 4.233 4.130
R3 4.199 4.177 4.114
R2 4.143 4.143 4.109
R1 4.121 4.121 4.104 4.132
PP 4.087 4.087 4.087 4.093
S1 4.065 4.065 4.094 4.076
S2 4.031 4.031 4.089
S3 3.975 4.009 4.084
S4 3.919 3.953 4.068
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 4.225 4.053 0.172 4.2% 0.080 1.9% 27% False True 15,231
10 4.281 4.053 0.228 5.6% 0.077 1.9% 20% False True 13,115
20 4.450 4.053 0.397 9.7% 0.085 2.1% 12% False True 12,495
40 4.558 4.053 0.505 12.3% 0.092 2.3% 9% False True 10,117
60 4.912 4.053 0.859 21.0% 0.092 2.2% 5% False True 8,425
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.347
2.618 4.256
1.618 4.200
1.000 4.165
0.618 4.144
HIGH 4.109
0.618 4.088
0.500 4.081
0.382 4.074
LOW 4.053
0.618 4.018
1.000 3.997
1.618 3.962
2.618 3.906
4.250 3.815
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 4.093 4.111
PP 4.087 4.107
S1 4.081 4.103

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

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