NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 4.123 4.080 -0.043 -1.0% 4.134
High 4.151 4.129 -0.022 -0.5% 4.270
Low 4.093 4.045 -0.048 -1.2% 4.071
Close 4.097 4.061 -0.036 -0.9% 4.097
Range 0.058 0.084 0.026 44.8% 0.199
ATR 0.087 0.086 0.000 -0.2% 0.000
Volume 21,509 13,364 -8,145 -37.9% 63,429
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.330 4.280 4.107
R3 4.246 4.196 4.084
R2 4.162 4.162 4.076
R1 4.112 4.112 4.069 4.095
PP 4.078 4.078 4.078 4.070
S1 4.028 4.028 4.053 4.011
S2 3.994 3.994 4.046
S3 3.910 3.944 4.038
S4 3.826 3.860 4.015
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 4.045 0.225 5.5% 0.083 2.0% 7% False True 13,291
10 4.315 4.045 0.270 6.6% 0.075 1.8% 6% False True 12,849
20 4.414 4.045 0.369 9.1% 0.082 2.0% 4% False True 13,299
40 4.508 4.045 0.463 11.4% 0.090 2.2% 3% False True 11,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.486
2.618 4.349
1.618 4.265
1.000 4.213
0.618 4.181
HIGH 4.129
0.618 4.097
0.500 4.087
0.382 4.077
LOW 4.045
0.618 3.993
1.000 3.961
1.618 3.909
2.618 3.825
4.250 3.688
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 4.087 4.126
PP 4.078 4.104
S1 4.070 4.083

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

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