NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 4.044 4.036 -0.008 -0.2% 3.935
High 4.070 4.050 -0.020 -0.5% 4.027
Low 3.960 3.887 -0.073 -1.8% 3.858
Close 4.034 3.903 -0.131 -3.2% 4.020
Range 0.110 0.163 0.053 48.2% 0.169
ATR 0.097 0.102 0.005 4.8% 0.000
Volume 23,099 19,143 -3,956 -17.1% 66,143
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.436 4.332 3.993
R3 4.273 4.169 3.948
R2 4.110 4.110 3.933
R1 4.006 4.006 3.918 3.977
PP 3.947 3.947 3.947 3.932
S1 3.843 3.843 3.888 3.814
S2 3.784 3.784 3.873
S3 3.621 3.680 3.858
S4 3.458 3.517 3.813
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.475 4.417 4.113
R3 4.306 4.248 4.066
R2 4.137 4.137 4.051
R1 4.079 4.079 4.035 4.108
PP 3.968 3.968 3.968 3.983
S1 3.910 3.910 4.005 3.939
S2 3.799 3.799 3.989
S3 3.630 3.741 3.974
S4 3.461 3.572 3.927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.858 0.212 5.4% 0.117 3.0% 21% False False 17,187
10 4.070 3.858 0.212 5.4% 0.099 2.5% 21% False False 15,620
20 4.129 3.858 0.271 6.9% 0.100 2.6% 17% False False 17,717
40 4.450 3.858 0.592 15.2% 0.092 2.4% 8% False False 15,106
60 4.558 3.858 0.700 17.9% 0.095 2.4% 6% False False 12,651
80 4.912 3.858 1.054 27.0% 0.094 2.4% 4% False False 10,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.743
2.618 4.477
1.618 4.314
1.000 4.213
0.618 4.151
HIGH 4.050
0.618 3.988
0.500 3.969
0.382 3.949
LOW 3.887
0.618 3.786
1.000 3.724
1.618 3.623
2.618 3.460
4.250 3.194
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 3.969 3.979
PP 3.947 3.953
S1 3.925 3.928

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

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