NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 3.921 3.928 0.007 0.2% 3.979
High 3.968 4.004 0.036 0.9% 4.095
Low 3.915 3.905 -0.010 -0.3% 3.890
Close 3.938 3.945 0.007 0.2% 4.073
Range 0.053 0.099 0.046 86.8% 0.205
ATR 0.094 0.094 0.000 0.4% 0.000
Volume 14,279 12,006 -2,273 -15.9% 101,885
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.248 4.196 3.999
R3 4.149 4.097 3.972
R2 4.050 4.050 3.963
R1 3.998 3.998 3.954 4.024
PP 3.951 3.951 3.951 3.965
S1 3.899 3.899 3.936 3.925
S2 3.852 3.852 3.927
S3 3.753 3.800 3.918
S4 3.654 3.701 3.891
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 3.905 0.209 5.3% 0.116 2.9% 19% False True 19,037
10 4.114 3.890 0.224 5.7% 0.099 2.5% 25% False False 19,572
20 4.281 3.890 0.391 9.9% 0.090 2.3% 14% False False 16,661
40 4.516 3.890 0.626 15.9% 0.095 2.4% 9% False False 13,479
60 4.685 3.890 0.795 20.2% 0.093 2.4% 7% False False 11,257
80 4.912 3.890 1.022 25.9% 0.094 2.4% 5% False False 9,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.425
2.618 4.263
1.618 4.164
1.000 4.103
0.618 4.065
HIGH 4.004
0.618 3.966
0.500 3.955
0.382 3.943
LOW 3.905
0.618 3.844
1.000 3.806
1.618 3.745
2.618 3.646
4.250 3.484
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 3.955 3.967
PP 3.951 3.960
S1 3.948 3.952

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

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