NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 3.886 3.959 0.073 1.9% 4.077
High 3.980 3.972 -0.008 -0.2% 4.092
Low 3.878 3.870 -0.008 -0.2% 3.858
Close 3.948 3.892 -0.056 -1.4% 3.910
Range 0.102 0.102 0.000 0.0% 0.234
ATR 0.090 0.091 0.001 1.0% 0.000
Volume 10,264 16,639 6,375 62.1% 115,117
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.217 4.157 3.948
R3 4.115 4.055 3.920
R2 4.013 4.013 3.911
R1 3.953 3.953 3.901 3.932
PP 3.911 3.911 3.911 3.901
S1 3.851 3.851 3.883 3.830
S2 3.809 3.809 3.873
S3 3.707 3.749 3.864
S4 3.605 3.647 3.836
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 3.4% 0.090 2.3% 26% False False 17,944
10 4.092 3.858 0.234 6.0% 0.098 2.5% 15% False False 19,043
20 4.206 3.858 0.348 8.9% 0.091 2.3% 10% False False 18,317
40 4.500 3.858 0.642 16.5% 0.092 2.4% 5% False False 15,561
60 4.508 3.858 0.650 16.7% 0.091 2.3% 5% False False 13,545
Crabel Price Patterns
NR False
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 False
Stretch 0.015
Fibonacci Retracements and Extensions
4.250 4.406
2.618 4.239
1.618 4.137
1.000 4.074
0.618 4.035
HIGH 3.972
0.618 3.933
0.500 3.921
0.382 3.909
LOW 3.870
0.618 3.807
1.000 3.768
1.618 3.705
2.618 3.603
4.250 3.437
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 3.921 3.925
PP 3.911 3.914
S1 3.902 3.903

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

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