NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 4.100 4.019 -0.081 -2.0% 3.979
High 4.114 4.029 -0.085 -2.1% 4.095
Low 3.975 3.909 -0.066 -1.7% 3.890
Close 4.020 3.915 -0.105 -2.6% 4.073
Range 0.139 0.120 -0.019 -13.7% 0.205
ATR 0.095 0.097 0.002 1.9% 0.000
Volume 28,323 18,031 -10,292 -36.3% 101,885
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.311 4.233 3.981
R3 4.191 4.113 3.948
R2 4.071 4.071 3.937
R1 3.993 3.993 3.926 3.972
PP 3.951 3.951 3.951 3.941
S1 3.873 3.873 3.904 3.852
S2 3.831 3.831 3.893
S3 3.711 3.753 3.882
S4 3.591 3.633 3.849
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 5.7% 0.116 3.0% 11% False False 22,392
10 4.129 3.890 0.239 6.1% 0.102 2.6% 10% False False 19,815
20 4.281 3.890 0.391 10.0% 0.089 2.3% 6% False False 16,465
40 4.516 3.890 0.626 16.0% 0.096 2.5% 4% False False 13,138
60 4.710 3.890 0.820 20.9% 0.092 2.4% 3% False False 10,943
80 4.912 3.890 1.022 26.1% 0.094 2.4% 2% False False 9,388
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.539
2.618 4.343
1.618 4.223
1.000 4.149
0.618 4.103
HIGH 4.029
0.618 3.983
0.500 3.969
0.382 3.955
LOW 3.909
0.618 3.835
1.000 3.789
1.618 3.715
2.618 3.595
4.250 3.399
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 3.969 4.012
PP 3.951 3.979
S1 3.933 3.947

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

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