NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 3.966 3.995 0.029 0.7% 4.080
High 4.024 3.995 -0.029 -0.7% 4.129
Low 3.950 3.920 -0.030 -0.8% 3.967
Close 3.981 3.987 0.006 0.2% 3.977
Range 0.074 0.075 0.001 1.4% 0.162
ATR 0.085 0.085 -0.001 -0.9% 0.000
Volume 18,573 10,145 -8,428 -45.4% 88,975
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.192 4.165 4.028
R3 4.117 4.090 4.008
R2 4.042 4.042 4.001
R1 4.015 4.015 3.994 3.991
PP 3.967 3.967 3.967 3.956
S1 3.940 3.940 3.980 3.916
S2 3.892 3.892 3.973
S3 3.817 3.865 3.966
S4 3.742 3.790 3.946
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 3.920 0.197 4.9% 0.087 2.2% 34% False True 17,595
10 4.211 3.920 0.291 7.3% 0.082 2.1% 23% False True 16,285
20 4.414 3.920 0.494 12.4% 0.079 2.0% 14% False True 14,540
40 4.500 3.920 0.580 14.5% 0.089 2.2% 12% False True 12,549
60 4.802 3.920 0.882 22.1% 0.088 2.2% 8% False True 10,967
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.314
2.618 4.191
1.618 4.116
1.000 4.070
0.618 4.041
HIGH 3.995
0.618 3.966
0.500 3.958
0.382 3.949
LOW 3.920
0.618 3.874
1.000 3.845
1.618 3.799
2.618 3.724
4.250 3.601
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 3.977 3.995
PP 3.967 3.992
S1 3.958 3.990

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

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