NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 3.928 3.944 0.016 0.4% 4.100
High 4.004 3.944 -0.060 -1.5% 4.114
Low 3.905 3.871 -0.034 -0.9% 3.871
Close 3.945 3.927 -0.018 -0.5% 3.927
Range 0.099 0.073 -0.026 -26.3% 0.243
ATR 0.094 0.093 -0.001 -1.5% 0.000
Volume 12,006 21,530 9,524 79.3% 94,169
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.133 4.103 3.967
R3 4.060 4.030 3.947
R2 3.987 3.987 3.940
R1 3.957 3.957 3.934 3.936
PP 3.914 3.914 3.914 3.903
S1 3.884 3.884 3.920 3.863
S2 3.841 3.841 3.914
S3 3.768 3.811 3.907
S4 3.695 3.738 3.887
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.700 4.556 4.061
R3 4.457 4.313 3.994
R2 4.214 4.214 3.972
R1 4.070 4.070 3.949 4.021
PP 3.971 3.971 3.971 3.946
S1 3.827 3.827 3.905 3.778
S2 3.728 3.728 3.882
S3 3.485 3.584 3.860
S4 3.242 3.341 3.793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.114 3.871 0.243 6.2% 0.097 2.5% 23% False True 18,833
10 4.114 3.871 0.243 6.2% 0.096 2.4% 23% False True 19,605
20 4.281 3.871 0.410 10.4% 0.091 2.3% 14% False True 17,036
40 4.516 3.871 0.645 16.4% 0.094 2.4% 9% False True 13,849
60 4.602 3.871 0.731 18.6% 0.092 2.3% 8% False True 11,559
80 4.912 3.871 1.041 26.5% 0.094 2.4% 5% False True 9,841
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.254
2.618 4.135
1.618 4.062
1.000 4.017
0.618 3.989
HIGH 3.944
0.618 3.916
0.500 3.908
0.382 3.899
LOW 3.871
0.618 3.826
1.000 3.798
1.618 3.753
2.618 3.680
4.250 3.561
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 3.921 3.938
PP 3.914 3.934
S1 3.908 3.931

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

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