NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 4.063 4.000 -0.063 -1.6% 4.144
High 4.070 4.055 -0.015 -0.4% 4.160
Low 4.000 3.986 -0.014 -0.4% 4.000
Close 4.011 4.015 0.004 0.1% 4.011
Range 0.070 0.069 -0.001 -1.4% 0.160
ATR 0.083 0.082 -0.001 -1.2% 0.000
Volume 4,057 3,618 -439 -10.8% 16,700
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.226 4.189 4.053
R3 4.157 4.120 4.034
R2 4.088 4.088 4.028
R1 4.051 4.051 4.021 4.070
PP 4.019 4.019 4.019 4.028
S1 3.982 3.982 4.009 4.001
S2 3.950 3.950 4.002
S3 3.881 3.913 3.996
S4 3.812 3.844 3.977
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.537 4.434 4.099
R3 4.377 4.274 4.055
R2 4.217 4.217 4.040
R1 4.114 4.114 4.026 4.086
PP 4.057 4.057 4.057 4.043
S1 3.954 3.954 3.996 3.926
S2 3.897 3.897 3.982
S3 3.737 3.794 3.967
S4 3.577 3.634 3.923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.144 3.986 0.158 3.9% 0.071 1.8% 18% False True 3,551
10 4.303 3.986 0.317 7.9% 0.078 1.9% 9% False True 3,312
20 4.440 3.986 0.454 11.3% 0.078 1.9% 6% False True 2,783
40 4.525 3.986 0.539 13.4% 0.084 2.1% 5% False True 2,065
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.348
2.618 4.236
1.618 4.167
1.000 4.124
0.618 4.098
HIGH 4.055
0.618 4.029
0.500 4.021
0.382 4.012
LOW 3.986
0.618 3.943
1.000 3.917
1.618 3.874
2.618 3.805
4.250 3.693
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 4.021 4.046
PP 4.019 4.036
S1 4.017 4.025

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

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