NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 4.034 3.945 -0.089 -2.2% 4.000
High 4.048 3.988 -0.060 -1.5% 4.105
Low 3.937 3.941 0.004 0.1% 3.924
Close 3.941 3.962 0.021 0.5% 4.087
Range 0.111 0.047 -0.064 -57.7% 0.181
ATR 0.089 0.086 -0.003 -3.4% 0.000
Volume 4,636 3,374 -1,262 -27.2% 18,271
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.105 4.080 3.988
R3 4.058 4.033 3.975
R2 4.011 4.011 3.971
R1 3.986 3.986 3.966 3.999
PP 3.964 3.964 3.964 3.970
S1 3.939 3.939 3.958 3.952
S2 3.917 3.917 3.953
S3 3.870 3.892 3.949
S4 3.823 3.845 3.936
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.582 4.515 4.187
R3 4.401 4.334 4.137
R2 4.220 4.220 4.120
R1 4.153 4.153 4.104 4.187
PP 4.039 4.039 4.039 4.055
S1 3.972 3.972 4.070 4.006
S2 3.858 3.858 4.054
S3 3.677 3.791 4.037
S4 3.496 3.610 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.121 3.924 0.197 5.0% 0.099 2.5% 19% False False 4,112
10 4.121 3.924 0.197 5.0% 0.086 2.2% 19% False False 4,222
20 4.303 3.924 0.379 9.6% 0.081 2.1% 10% False False 3,592
40 4.525 3.924 0.601 15.2% 0.087 2.2% 6% False False 2,623
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.188
2.618 4.111
1.618 4.064
1.000 4.035
0.618 4.017
HIGH 3.988
0.618 3.970
0.500 3.965
0.382 3.959
LOW 3.941
0.618 3.912
1.000 3.894
1.618 3.865
2.618 3.818
4.250 3.741
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 3.965 4.029
PP 3.964 4.007
S1 3.963 3.984

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

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