NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 4.022 4.070 0.048 1.2% 4.080
High 4.075 4.070 -0.005 -0.1% 4.129
Low 3.990 3.967 -0.023 -0.6% 3.967
Close 4.067 3.977 -0.090 -2.2% 3.977
Range 0.085 0.103 0.018 21.2% 0.162
ATR 0.085 0.086 0.001 1.5% 0.000
Volume 21,179 24,039 2,860 13.5% 88,975
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.314 4.248 4.034
R3 4.211 4.145 4.005
R2 4.108 4.108 3.996
R1 4.042 4.042 3.986 4.024
PP 4.005 4.005 4.005 3.995
S1 3.939 3.939 3.968 3.921
S2 3.902 3.902 3.958
S3 3.799 3.836 3.949
S4 3.696 3.733 3.920
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.510 4.406 4.066
R3 4.348 4.244 4.022
R2 4.186 4.186 4.007
R1 4.082 4.082 3.992 4.053
PP 4.024 4.024 4.024 4.010
S1 3.920 3.920 3.962 3.891
S2 3.862 3.862 3.947
S3 3.700 3.758 3.932
S4 3.538 3.596 3.888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.129 3.967 0.162 4.1% 0.084 2.1% 6% False True 17,795
10 4.270 3.967 0.303 7.6% 0.085 2.1% 3% False True 15,240
20 4.414 3.967 0.447 11.2% 0.083 2.1% 2% False True 14,139
40 4.507 3.967 0.540 13.6% 0.089 2.2% 2% False True 12,407
60 4.817 3.967 0.850 21.4% 0.088 2.2% 1% False True 10,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.508
2.618 4.340
1.618 4.237
1.000 4.173
0.618 4.134
HIGH 4.070
0.618 4.031
0.500 4.019
0.382 4.006
LOW 3.967
0.618 3.903
1.000 3.864
1.618 3.800
2.618 3.697
4.250 3.529
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 4.019 4.042
PP 4.005 4.020
S1 3.991 3.999

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

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