NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 3.921 3.886 -0.035 -0.9% 4.077
High 3.947 3.980 0.033 0.8% 4.092
Low 3.870 3.878 0.008 0.2% 3.858
Close 3.890 3.948 0.058 1.5% 3.910
Range 0.077 0.102 0.025 32.5% 0.234
ATR 0.089 0.090 0.001 1.1% 0.000
Volume 15,983 10,264 -5,719 -35.8% 115,117
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.241 4.197 4.004
R3 4.139 4.095 3.976
R2 4.037 4.037 3.967
R1 3.993 3.993 3.957 4.015
PP 3.935 3.935 3.935 3.947
S1 3.891 3.891 3.939 3.913
S2 3.833 3.833 3.929
S3 3.731 3.789 3.920
S4 3.629 3.687 3.892
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.517 4.039
R3 4.421 4.283 3.974
R2 4.187 4.187 3.953
R1 4.049 4.049 3.931 4.001
PP 3.953 3.953 3.953 3.930
S1 3.815 3.815 3.889 3.767
S2 3.719 3.719 3.867
S3 3.485 3.581 3.846
S4 3.251 3.347 3.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.990 3.858 0.132 3.3% 0.080 2.0% 68% False False 18,371
10 4.092 3.858 0.234 5.9% 0.096 2.4% 38% False False 19,824
20 4.211 3.858 0.353 8.9% 0.089 2.3% 25% False False 18,055
40 4.500 3.858 0.642 16.3% 0.092 2.3% 14% False False 15,377
60 4.538 3.858 0.680 17.2% 0.090 2.3% 13% False False 13,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.414
2.618 4.247
1.618 4.145
1.000 4.082
0.618 4.043
HIGH 3.980
0.618 3.941
0.500 3.929
0.382 3.917
LOW 3.878
0.618 3.815
1.000 3.776
1.618 3.713
2.618 3.611
4.250 3.445
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 3.942 3.938
PP 3.935 3.929
S1 3.929 3.919

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

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