NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 3.959 3.891 -0.068 -1.7% 4.077
High 3.972 3.932 -0.040 -1.0% 4.092
Low 3.870 3.852 -0.018 -0.5% 3.858
Close 3.892 3.875 -0.017 -0.4% 3.910
Range 0.102 0.080 -0.022 -21.6% 0.234
ATR 0.091 0.090 -0.001 -0.8% 0.000
Volume 16,639 14,807 -1,832 -11.0% 115,117
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.126 4.081 3.919
R3 4.046 4.001 3.897
R2 3.966 3.966 3.890
R1 3.921 3.921 3.882 3.904
PP 3.886 3.886 3.886 3.878
S1 3.841 3.841 3.868 3.824
S2 3.806 3.806 3.860
S3 3.726 3.761 3.853
S4 3.646 3.681 3.831
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 3.980 3.852 0.128 3.3% 0.087 2.2% 18% False True 18,043
10 4.092 3.852 0.240 6.2% 0.099 2.5% 10% False True 18,900
20 4.151 3.852 0.299 7.7% 0.088 2.3% 8% False True 18,444
40 4.500 3.852 0.648 16.7% 0.089 2.3% 4% False True 15,732
60 4.508 3.852 0.656 16.9% 0.091 2.3% 4% False True 13,691
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 True
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.272
2.618 4.141
1.618 4.061
1.000 4.012
0.618 3.981
HIGH 3.932
0.618 3.901
0.500 3.892
0.382 3.883
LOW 3.852
0.618 3.803
1.000 3.772
1.618 3.723
2.618 3.643
4.250 3.512
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 3.892 3.916
PP 3.886 3.902
S1 3.881 3.889

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

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