NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 4.002 3.941 -0.061 -1.5% 4.100
High 4.011 3.964 -0.047 -1.2% 4.144
Low 3.933 3.890 -0.043 -1.1% 3.980
Close 3.939 3.953 0.014 0.4% 3.990
Range 0.078 0.074 -0.004 -5.1% 0.164
ATR 0.087 0.086 -0.001 -1.0% 0.000
Volume 23,202 19,854 -3,348 -14.4% 86,231
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.158 4.129 3.994
R3 4.084 4.055 3.973
R2 4.010 4.010 3.967
R1 3.981 3.981 3.960 3.996
PP 3.936 3.936 3.936 3.943
S1 3.907 3.907 3.946 3.922
S2 3.862 3.862 3.939
S3 3.788 3.833 3.933
S4 3.714 3.759 3.912
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 4.077 3.890 0.187 4.7% 0.081 2.0% 34% False True 20,107
10 4.169 3.890 0.279 7.1% 0.079 2.0% 23% False True 18,610
20 4.333 3.890 0.443 11.2% 0.078 2.0% 14% False True 14,452
40 4.516 3.890 0.626 15.8% 0.092 2.3% 10% False True 12,022
60 4.878 3.890 0.988 25.0% 0.091 2.3% 6% False True 10,038
80 4.912 3.890 1.022 25.9% 0.093 2.3% 6% False True 8,670
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 0.019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.279
2.618 4.158
1.618 4.084
1.000 4.038
0.618 4.010
HIGH 3.964
0.618 3.936
0.500 3.927
0.382 3.918
LOW 3.890
0.618 3.844
1.000 3.816
1.618 3.770
2.618 3.696
4.250 3.576
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 3.944 3.952
PP 3.936 3.951
S1 3.927 3.951

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

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