NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 3.927 4.077 0.150 3.8% 3.966
High 4.070 4.092 0.022 0.5% 4.070
Low 3.913 3.961 0.048 1.2% 3.878
Close 4.053 4.008 -0.045 -1.1% 4.053
Range 0.157 0.131 -0.026 -16.6% 0.192
ATR 0.089 0.092 0.003 3.4% 0.000
Volume 16,195 29,537 13,342 82.4% 85,600
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.413 4.342 4.080
R3 4.282 4.211 4.044
R2 4.151 4.151 4.032
R1 4.080 4.080 4.020 4.050
PP 4.020 4.020 4.020 4.006
S1 3.949 3.949 3.996 3.919
S2 3.889 3.889 3.984
S3 3.758 3.818 3.972
S4 3.627 3.687 3.936
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.507 4.159
R3 4.384 4.315 4.106
R2 4.192 4.192 4.088
R1 4.123 4.123 4.071 4.158
PP 4.000 4.000 4.000 4.018
S1 3.931 3.931 4.035 3.966
S2 3.808 3.808 4.018
S3 3.616 3.739 4.000
S4 3.424 3.547 3.947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.092 3.878 0.214 5.3% 0.103 2.6% 61% True False 19,312
10 4.117 3.878 0.239 6.0% 0.093 2.3% 54% False False 19,074
20 4.315 3.878 0.437 10.9% 0.084 2.1% 30% False False 15,962
40 4.500 3.878 0.622 15.5% 0.092 2.3% 21% False False 13,766
60 4.683 3.878 0.805 20.1% 0.089 2.2% 16% False False 12,019
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 False
Bull Hook True
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.649
2.618 4.435
1.618 4.304
1.000 4.223
0.618 4.173
HIGH 4.092
0.618 4.042
0.500 4.027
0.382 4.011
LOW 3.961
0.618 3.880
1.000 3.830
1.618 3.749
2.618 3.618
4.250 3.404
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 4.027 4.000
PP 4.020 3.993
S1 4.014 3.985

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

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