NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 4.070 3.966 -0.104 -2.6% 4.080
High 4.070 4.024 -0.046 -1.1% 4.129
Low 3.967 3.950 -0.017 -0.4% 3.967
Close 3.977 3.981 0.004 0.1% 3.977
Range 0.103 0.074 -0.029 -28.2% 0.162
ATR 0.086 0.085 -0.001 -1.0% 0.000
Volume 24,039 18,573 -5,466 -22.7% 88,975
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.207 4.168 4.022
R3 4.133 4.094 4.001
R2 4.059 4.059 3.995
R1 4.020 4.020 3.988 4.040
PP 3.985 3.985 3.985 3.995
S1 3.946 3.946 3.974 3.966
S2 3.911 3.911 3.967
S3 3.837 3.872 3.961
S4 3.763 3.798 3.940
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 4.117 3.950 0.167 4.2% 0.082 2.1% 19% False True 18,836
10 4.270 3.950 0.320 8.0% 0.083 2.1% 10% False True 16,064
20 4.414 3.950 0.464 11.7% 0.082 2.1% 7% False True 14,531
40 4.500 3.950 0.550 13.8% 0.089 2.2% 6% False True 12,516
60 4.817 3.950 0.867 21.8% 0.088 2.2% 4% False True 10,934
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook True
Bull Hook False
Stretch 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.339
2.618 4.218
1.618 4.144
1.000 4.098
0.618 4.070
HIGH 4.024
0.618 3.996
0.500 3.987
0.382 3.978
LOW 3.950
0.618 3.904
1.000 3.876
1.618 3.830
2.618 3.756
4.250 3.636
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 3.987 4.013
PP 3.985 4.002
S1 3.983 3.992

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

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