NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 4.039 4.077 0.038 0.9% 4.100
High 4.086 4.077 -0.009 -0.2% 4.144
Low 4.000 3.980 -0.020 -0.5% 3.980
Close 4.080 3.990 -0.090 -2.2% 3.990
Range 0.086 0.097 0.011 12.8% 0.164
ATR 0.088 0.089 0.001 1.0% 0.000
Volume 14,058 21,204 7,146 50.8% 86,231
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.307 4.245 4.043
R3 4.210 4.148 4.017
R2 4.113 4.113 4.008
R1 4.051 4.051 3.999 4.034
PP 4.016 4.016 4.016 4.007
S1 3.954 3.954 3.981 3.937
S2 3.919 3.919 3.972
S3 3.822 3.857 3.963
S4 3.725 3.760 3.937
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.530 4.424 4.080
R3 4.366 4.260 4.035
R2 4.202 4.202 4.020
R1 4.096 4.096 4.005 4.067
PP 4.038 4.038 4.038 4.024
S1 3.932 3.932 3.975 3.903
S2 3.874 3.874 3.960
S3 3.710 3.768 3.945
S4 3.546 3.604 3.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.144 3.980 0.164 4.1% 0.084 2.1% 6% False True 17,246
10 4.281 3.980 0.301 7.5% 0.086 2.2% 3% False True 14,466
20 4.450 3.980 0.470 11.8% 0.085 2.1% 2% False True 13,101
40 4.556 3.980 0.576 14.4% 0.091 2.3% 2% False True 10,885
60 4.912 3.980 0.932 23.4% 0.092 2.3% 1% False True 9,046
80 5.007 3.980 1.027 25.7% 0.094 2.3% 1% False True 7,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.489
2.618 4.331
1.618 4.234
1.000 4.174
0.618 4.137
HIGH 4.077
0.618 4.040
0.500 4.029
0.382 4.017
LOW 3.980
0.618 3.920
1.000 3.883
1.618 3.823
2.618 3.726
4.250 3.568
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 4.029 4.055
PP 4.016 4.033
S1 4.003 4.012

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

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