NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 3.969 3.900 -0.069 -1.7% 4.100
High 3.982 3.940 -0.042 -1.1% 4.114
Low 3.878 3.858 -0.020 -0.5% 3.871
Close 3.898 3.882 -0.016 -0.4% 3.927
Range 0.104 0.082 -0.022 -21.2% 0.243
ATR 0.093 0.092 -0.001 -0.9% 0.000
Volume 13,009 11,392 -1,617 -12.4% 94,169
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.139 4.093 3.927
R3 4.057 4.011 3.905
R2 3.975 3.975 3.897
R1 3.929 3.929 3.890 3.911
PP 3.893 3.893 3.893 3.885
S1 3.847 3.847 3.874 3.829
S2 3.811 3.811 3.867
S3 3.729 3.765 3.859
S4 3.647 3.683 3.837
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 3.987 3.858 0.129 3.3% 0.088 2.3% 19% False True 13,675
10 4.114 3.858 0.256 6.6% 0.102 2.6% 9% False True 16,356
20 4.169 3.858 0.311 8.0% 0.091 2.3% 8% False True 17,483
40 4.516 3.858 0.658 17.0% 0.092 2.4% 4% False True 14,404
60 4.558 3.858 0.700 18.0% 0.094 2.4% 3% False True 12,026
80 4.912 3.858 1.054 27.2% 0.093 2.4% 2% False True 10,161
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 True
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.289
2.618 4.155
1.618 4.073
1.000 4.022
0.618 3.991
HIGH 3.940
0.618 3.909
0.500 3.899
0.382 3.889
LOW 3.858
0.618 3.807
1.000 3.776
1.618 3.725
2.618 3.643
4.250 3.510
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 3.899 3.923
PP 3.893 3.909
S1 3.888 3.896

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

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