NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 4.019 3.921 -0.098 -2.4% 3.979
High 4.029 3.968 -0.061 -1.5% 4.095
Low 3.909 3.915 0.006 0.2% 3.890
Close 3.915 3.938 0.023 0.6% 4.073
Range 0.120 0.053 -0.067 -55.8% 0.205
ATR 0.097 0.094 -0.003 -3.2% 0.000
Volume 18,031 14,279 -3,752 -20.8% 101,885
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.099 4.072 3.967
R3 4.046 4.019 3.953
R2 3.993 3.993 3.948
R1 3.966 3.966 3.943 3.980
PP 3.940 3.940 3.940 3.947
S1 3.913 3.913 3.933 3.927
S2 3.887 3.887 3.928
S3 3.834 3.860 3.923
S4 3.781 3.807 3.909
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% 0.111 2.8% 21% False False 20,607
10 4.114 3.890 0.224 5.7% 0.097 2.5% 21% False False 19,778
20 4.281 3.890 0.391 9.9% 0.089 2.3% 12% False False 16,742
40 4.516 3.890 0.626 15.9% 0.095 2.4% 8% False False 13,358
60 4.710 3.890 0.820 20.8% 0.092 2.3% 6% False False 11,109
80 4.912 3.890 1.022 26.0% 0.094 2.4% 5% False False 9,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.193
2.618 4.107
1.618 4.054
1.000 4.021
0.618 4.001
HIGH 3.968
0.618 3.948
0.500 3.942
0.382 3.935
LOW 3.915
0.618 3.882
1.000 3.862
1.618 3.829
2.618 3.776
4.250 3.690
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 3.942 4.012
PP 3.940 3.987
S1 3.939 3.963

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

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