NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 3.995 3.989 -0.006 -0.2% 4.080
High 3.995 4.003 0.008 0.2% 4.129
Low 3.920 3.924 0.004 0.1% 3.967
Close 3.987 3.929 -0.058 -1.5% 3.977
Range 0.075 0.079 0.004 5.3% 0.162
ATR 0.085 0.084 0.000 -0.5% 0.000
Volume 10,145 24,451 14,306 141.0% 88,975
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.189 4.138 3.972
R3 4.110 4.059 3.951
R2 4.031 4.031 3.943
R1 3.980 3.980 3.936 3.966
PP 3.952 3.952 3.952 3.945
S1 3.901 3.901 3.922 3.887
S2 3.873 3.873 3.915
S3 3.794 3.822 3.907
S4 3.715 3.743 3.886
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 4.075 3.920 0.155 3.9% 0.083 2.1% 6% False False 19,677
10 4.206 3.920 0.286 7.3% 0.084 2.1% 3% False False 17,591
20 4.405 3.920 0.485 12.3% 0.078 2.0% 2% False False 15,009
40 4.500 3.920 0.580 14.8% 0.089 2.3% 2% False False 12,945
60 4.801 3.920 0.881 22.4% 0.088 2.2% 1% False False 11,260
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.339
2.618 4.210
1.618 4.131
1.000 4.082
0.618 4.052
HIGH 4.003
0.618 3.973
0.500 3.964
0.382 3.954
LOW 3.924
0.618 3.875
1.000 3.845
1.618 3.796
2.618 3.717
4.250 3.588
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 3.964 3.972
PP 3.952 3.958
S1 3.941 3.943

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

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