NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 4.009 4.002 -0.007 -0.2% 4.100
High 4.009 4.011 0.002 0.0% 4.144
Low 3.928 3.933 0.005 0.1% 3.980
Close 3.999 3.939 -0.060 -1.5% 3.990
Range 0.081 0.078 -0.003 -3.7% 0.164
ATR 0.087 0.087 -0.001 -0.8% 0.000
Volume 16,814 23,202 6,388 38.0% 86,231
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.195 4.145 3.982
R3 4.117 4.067 3.960
R2 4.039 4.039 3.953
R1 3.989 3.989 3.946 3.975
PP 3.961 3.961 3.961 3.954
S1 3.911 3.911 3.932 3.897
S2 3.883 3.883 3.925
S3 3.805 3.833 3.918
S4 3.727 3.755 3.896
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 4.086 3.928 0.158 4.0% 0.083 2.1% 7% False False 18,948
10 4.220 3.928 0.292 7.4% 0.085 2.2% 4% False False 17,595
20 4.444 3.928 0.516 13.1% 0.081 2.1% 2% False False 14,136
40 4.516 3.928 0.588 14.9% 0.092 2.3% 2% False False 11,835
60 4.896 3.928 0.968 24.6% 0.092 2.3% 1% False False 9,752
80 4.912 3.928 0.984 25.0% 0.093 2.4% 1% False False 8,471
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 4.343
2.618 4.215
1.618 4.137
1.000 4.089
0.618 4.059
HIGH 4.011
0.618 3.981
0.500 3.972
0.382 3.963
LOW 3.933
0.618 3.885
1.000 3.855
1.618 3.807
2.618 3.729
4.250 3.602
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 3.972 3.981
PP 3.961 3.967
S1 3.950 3.953

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

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