NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 4.000 3.990 -0.010 -0.3% 4.144
High 4.055 4.024 -0.031 -0.8% 4.160
Low 3.986 3.950 -0.036 -0.9% 4.000
Close 4.015 4.021 0.006 0.1% 4.011
Range 0.069 0.074 0.005 7.2% 0.160
ATR 0.082 0.081 -0.001 -0.7% 0.000
Volume 3,618 2,563 -1,055 -29.2% 16,700
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.220 4.195 4.062
R3 4.146 4.121 4.041
R2 4.072 4.072 4.035
R1 4.047 4.047 4.028 4.060
PP 3.998 3.998 3.998 4.005
S1 3.973 3.973 4.014 3.986
S2 3.924 3.924 4.007
S3 3.850 3.899 4.001
S4 3.776 3.825 3.980
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 3.950 0.194 4.8% 0.076 1.9% 37% False True 3,521
10 4.244 3.950 0.294 7.3% 0.078 1.9% 24% False True 3,392
20 4.440 3.950 0.490 12.2% 0.075 1.9% 14% False True 2,873
40 4.525 3.950 0.575 14.3% 0.084 2.1% 12% False True 2,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.339
2.618 4.218
1.618 4.144
1.000 4.098
0.618 4.070
HIGH 4.024
0.618 3.996
0.500 3.987
0.382 3.978
LOW 3.950
0.618 3.904
1.000 3.876
1.618 3.830
2.618 3.756
4.250 3.636
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 4.010 4.017
PP 3.998 4.014
S1 3.987 4.010

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

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