NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 3.941 3.944 0.003 0.1% 3.979
High 3.964 4.095 0.131 3.3% 4.095
Low 3.890 3.925 0.035 0.9% 3.890
Close 3.953 4.073 0.120 3.0% 4.073
Range 0.074 0.170 0.096 129.7% 0.205
ATR 0.086 0.092 0.006 7.0% 0.000
Volume 19,854 22,550 2,696 13.6% 101,885
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.541 4.477 4.167
R3 4.371 4.307 4.120
R2 4.201 4.201 4.104
R1 4.137 4.137 4.089 4.169
PP 4.031 4.031 4.031 4.047
S1 3.967 3.967 4.057 3.999
S2 3.861 3.861 4.042
S3 3.691 3.797 4.026
S4 3.521 3.627 3.980
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.634 4.559 4.186
R3 4.429 4.354 4.129
R2 4.224 4.224 4.111
R1 4.149 4.149 4.092 4.187
PP 4.019 4.019 4.019 4.038
S1 3.944 3.944 4.054 3.982
S2 3.814 3.814 4.035
S3 3.609 3.739 4.017
S4 3.404 3.534 3.960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.095 3.890 0.205 5.0% 0.096 2.3% 89% True False 20,377
10 4.144 3.890 0.254 6.2% 0.090 2.2% 72% False False 18,811
20 4.333 3.890 0.443 10.9% 0.083 2.0% 41% False False 14,927
40 4.516 3.890 0.626 15.4% 0.093 2.3% 29% False False 12,410
60 4.780 3.890 0.890 21.9% 0.091 2.2% 21% False False 10,319
80 4.912 3.890 1.022 25.1% 0.093 2.3% 18% False False 8,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4.818
2.618 4.540
1.618 4.370
1.000 4.265
0.618 4.200
HIGH 4.095
0.618 4.030
0.500 4.010
0.382 3.990
LOW 3.925
0.618 3.820
1.000 3.755
1.618 3.650
2.618 3.480
4.250 3.203
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 4.052 4.046
PP 4.031 4.019
S1 4.010 3.993

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

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