NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 4.160 4.123 -0.037 -0.9% 4.134
High 4.206 4.151 -0.055 -1.3% 4.270
Low 4.071 4.093 0.022 0.5% 4.071
Close 4.134 4.097 -0.037 -0.9% 4.097
Range 0.135 0.058 -0.077 -57.0% 0.199
ATR 0.089 0.087 -0.002 -2.5% 0.000
Volume 12,264 21,509 9,245 75.4% 63,429
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.288 4.250 4.129
R3 4.230 4.192 4.113
R2 4.172 4.172 4.108
R1 4.134 4.134 4.102 4.124
PP 4.114 4.114 4.114 4.109
S1 4.076 4.076 4.092 4.066
S2 4.056 4.056 4.086
S3 3.998 4.018 4.081
S4 3.940 3.960 4.065
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.743 4.619 4.206
R3 4.544 4.420 4.152
R2 4.345 4.345 4.133
R1 4.221 4.221 4.115 4.184
PP 4.146 4.146 4.146 4.127
S1 4.022 4.022 4.079 3.985
S2 3.947 3.947 4.061
S3 3.748 3.823 4.042
S4 3.549 3.624 3.988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.270 4.071 0.199 4.9% 0.086 2.1% 13% False False 12,685
10 4.315 4.071 0.244 6.0% 0.072 1.8% 11% False False 12,392
20 4.428 4.071 0.357 8.7% 0.086 2.1% 7% False False 13,263
40 4.508 4.071 0.437 10.7% 0.090 2.2% 6% False False 11,627
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.398
2.618 4.303
1.618 4.245
1.000 4.209
0.618 4.187
HIGH 4.151
0.618 4.129
0.500 4.122
0.382 4.115
LOW 4.093
0.618 4.057
1.000 4.035
1.618 3.999
2.618 3.941
4.250 3.847
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 4.122 4.141
PP 4.114 4.126
S1 4.105 4.112

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

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