NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 4.102 4.039 -0.063 -1.5% 4.148
High 4.129 4.086 -0.043 -1.0% 4.281
Low 4.034 4.000 -0.034 -0.8% 4.090
Close 4.049 4.080 0.031 0.8% 4.110
Range 0.095 0.086 -0.009 -9.5% 0.191
ATR 0.088 0.088 0.000 -0.2% 0.000
Volume 14,651 14,058 -593 -4.0% 58,436
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.313 4.283 4.127
R3 4.227 4.197 4.104
R2 4.141 4.141 4.096
R1 4.111 4.111 4.088 4.126
PP 4.055 4.055 4.055 4.063
S1 4.025 4.025 4.072 4.040
S2 3.969 3.969 4.064
S3 3.883 3.939 4.056
S4 3.797 3.853 4.033
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 4.169 4.000 0.169 4.1% 0.077 1.9% 47% False True 17,112
10 4.281 4.000 0.281 6.9% 0.081 2.0% 28% False True 13,750
20 4.450 4.000 0.450 11.0% 0.085 2.1% 18% False True 12,699
40 4.558 4.000 0.558 13.7% 0.092 2.3% 14% False True 10,519
60 4.912 4.000 0.912 22.4% 0.092 2.3% 9% False True 8,789
80 5.015 4.000 1.015 24.9% 0.093 2.3% 8% False True 7,710
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.452
2.618 4.311
1.618 4.225
1.000 4.172
0.618 4.139
HIGH 4.086
0.618 4.053
0.500 4.043
0.382 4.033
LOW 4.000
0.618 3.947
1.000 3.914
1.618 3.861
2.618 3.775
4.250 3.635
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4.068 4.075
PP 4.055 4.070
S1 4.043 4.065

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

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