NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 3.989 3.912 -0.077 -1.9% 4.080
High 4.003 3.953 -0.050 -1.2% 4.129
Low 3.924 3.878 -0.046 -1.2% 3.967
Close 3.929 3.941 0.012 0.3% 3.977
Range 0.079 0.075 -0.004 -5.1% 0.162
ATR 0.084 0.084 -0.001 -0.8% 0.000
Volume 24,451 16,236 -8,215 -33.6% 88,975
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.149 4.120 3.982
R3 4.074 4.045 3.962
R2 3.999 3.999 3.955
R1 3.970 3.970 3.948 3.985
PP 3.924 3.924 3.924 3.931
S1 3.895 3.895 3.934 3.910
S2 3.849 3.849 3.927
S3 3.774 3.820 3.920
S4 3.699 3.745 3.900
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 4.070 3.878 0.192 4.9% 0.081 2.1% 33% False True 18,688
10 4.151 3.878 0.273 6.9% 0.078 2.0% 23% False True 17,988
20 4.315 3.878 0.437 11.1% 0.075 1.9% 14% False True 15,131
40 4.500 3.878 0.622 15.8% 0.089 2.3% 10% False True 13,026
60 4.753 3.878 0.875 22.2% 0.087 2.2% 7% False True 11,477
Crabel Price Patterns
NR True
NR4 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.272
2.618 4.149
1.618 4.074
1.000 4.028
0.618 3.999
HIGH 3.953
0.618 3.924
0.500 3.916
0.382 3.907
LOW 3.878
0.618 3.832
1.000 3.803
1.618 3.757
2.618 3.682
4.250 3.559
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 3.933 3.941
PP 3.924 3.941
S1 3.916 3.941

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

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