NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 3.944 4.100 0.156 4.0% 3.979
High 4.095 4.114 0.019 0.5% 4.095
Low 3.925 3.975 0.050 1.3% 3.890
Close 4.073 4.020 -0.053 -1.3% 4.073
Range 0.170 0.139 -0.031 -18.2% 0.205
ATR 0.092 0.095 0.003 3.7% 0.000
Volume 22,550 28,323 5,773 25.6% 101,885
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.453 4.376 4.096
R3 4.314 4.237 4.058
R2 4.175 4.175 4.045
R1 4.098 4.098 4.033 4.067
PP 4.036 4.036 4.036 4.021
S1 3.959 3.959 4.007 3.928
S2 3.897 3.897 3.995
S3 3.758 3.820 3.982
S4 3.619 3.681 3.944
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 4.114 3.890 0.224 5.6% 0.108 2.7% 58% True False 22,148
10 4.129 3.890 0.239 5.9% 0.095 2.4% 54% False False 19,835
20 4.333 3.890 0.443 11.0% 0.087 2.2% 29% False False 16,076
40 4.516 3.890 0.626 15.6% 0.095 2.4% 21% False False 12,813
60 4.765 3.890 0.875 21.8% 0.092 2.3% 15% False False 10,703
80 4.912 3.890 1.022 25.4% 0.093 2.3% 13% False False 9,222
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 True
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.705
2.618 4.478
1.618 4.339
1.000 4.253
0.618 4.200
HIGH 4.114
0.618 4.061
0.500 4.045
0.382 4.028
LOW 3.975
0.618 3.889
1.000 3.836
1.618 3.750
2.618 3.611
4.250 3.384
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 4.045 4.014
PP 4.036 4.008
S1 4.028 4.002

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

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