NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 4.027 3.887 -0.140 -3.5% 3.921
High 4.035 3.919 -0.116 -2.9% 4.027
Low 3.884 3.851 -0.033 -0.8% 3.852
Close 3.900 3.862 -0.038 -1.0% 4.010
Range 0.151 0.068 -0.083 -55.0% 0.175
ATR 0.099 0.097 -0.002 -2.2% 0.000
Volume 15,514 23,620 8,106 52.2% 80,713
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.081 4.040 3.899
R3 4.013 3.972 3.881
R2 3.945 3.945 3.874
R1 3.904 3.904 3.868 3.891
PP 3.877 3.877 3.877 3.871
S1 3.836 3.836 3.856 3.823
S2 3.809 3.809 3.850
S3 3.741 3.768 3.843
S4 3.673 3.700 3.825
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 3.851 0.201 5.2% 0.108 2.8% 5% False True 22,073
10 4.052 3.851 0.201 5.2% 0.099 2.6% 5% False True 20,008
20 4.092 3.851 0.241 6.2% 0.097 2.5% 5% False True 19,959
40 4.414 3.851 0.563 14.6% 0.088 2.3% 2% False True 16,696
60 4.508 3.851 0.657 17.0% 0.091 2.4% 2% False True 14,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.208
2.618 4.097
1.618 4.029
1.000 3.987
0.618 3.961
HIGH 3.919
0.618 3.893
0.500 3.885
0.382 3.877
LOW 3.851
0.618 3.809
1.000 3.783
1.618 3.741
2.618 3.673
4.250 3.562
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 3.885 3.952
PP 3.877 3.922
S1 3.870 3.892

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

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