NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 4.025 4.027 0.002 0.0% 3.921
High 4.052 4.035 -0.017 -0.4% 4.027
Low 3.950 3.884 -0.066 -1.7% 3.852
Close 4.026 3.900 -0.126 -3.1% 4.010
Range 0.102 0.151 0.049 48.0% 0.175
ATR 0.095 0.099 0.004 4.2% 0.000
Volume 33,404 15,514 -17,890 -53.6% 80,713
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.393 4.297 3.983
R3 4.242 4.146 3.942
R2 4.091 4.091 3.928
R1 3.995 3.995 3.914 3.968
PP 3.940 3.940 3.940 3.926
S1 3.844 3.844 3.886 3.817
S2 3.789 3.789 3.872
S3 3.638 3.693 3.858
S4 3.487 3.542 3.817
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 5.1% 0.114 2.9% 24% False False 20,676
10 4.052 3.852 0.200 5.1% 0.097 2.5% 24% False False 19,524
20 4.117 3.852 0.265 6.8% 0.098 2.5% 18% False False 19,480
40 4.414 3.852 0.562 14.4% 0.089 2.3% 9% False False 16,509
60 4.508 3.852 0.656 16.8% 0.092 2.4% 7% False False 14,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.677
2.618 4.430
1.618 4.279
1.000 4.186
0.618 4.128
HIGH 4.035
0.618 3.977
0.500 3.960
0.382 3.942
LOW 3.884
0.618 3.791
1.000 3.733
1.618 3.640
2.618 3.489
4.250 3.242
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 3.960 3.968
PP 3.940 3.945
S1 3.920 3.923

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

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