NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 3.890 4.025 0.135 3.5% 3.921
High 4.027 4.052 0.025 0.6% 4.027
Low 3.890 3.950 0.060 1.5% 3.852
Close 4.010 4.026 0.016 0.4% 4.010
Range 0.137 0.102 -0.035 -25.5% 0.175
ATR 0.094 0.095 0.001 0.6% 0.000
Volume 23,020 33,404 10,384 45.1% 80,713
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.315 4.273 4.082
R3 4.213 4.171 4.054
R2 4.111 4.111 4.045
R1 4.069 4.069 4.035 4.090
PP 4.009 4.009 4.009 4.020
S1 3.967 3.967 4.017 3.988
S2 3.907 3.907 4.007
S3 3.805 3.865 3.998
S4 3.703 3.763 3.970
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.488 4.424 4.106
R3 4.313 4.249 4.058
R2 4.138 4.138 4.042
R1 4.074 4.074 4.026 4.106
PP 3.963 3.963 3.963 3.979
S1 3.899 3.899 3.994 3.931
S2 3.788 3.788 3.978
S3 3.613 3.724 3.962
S4 3.438 3.549 3.914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.052 3.852 0.200 5.0% 0.105 2.6% 87% True False 19,626
10 4.052 3.852 0.200 5.0% 0.094 2.3% 87% True False 19,969
20 4.117 3.852 0.265 6.6% 0.093 2.3% 66% False False 19,522
40 4.414 3.852 0.562 14.0% 0.087 2.2% 31% False False 16,411
60 4.508 3.852 0.656 16.3% 0.091 2.3% 27% False False 14,275
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 False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.486
2.618 4.319
1.618 4.217
1.000 4.154
0.618 4.115
HIGH 4.052
0.618 4.013
0.500 4.001
0.382 3.989
LOW 3.950
0.618 3.887
1.000 3.848
1.618 3.785
2.618 3.683
4.250 3.517
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 4.018 4.001
PP 4.009 3.977
S1 4.001 3.952

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

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