NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 3.947 4.002 0.055 1.4% 4.090
High 4.004 4.003 -0.001 0.0% 4.121
Low 3.917 3.905 -0.012 -0.3% 3.889
Close 3.981 3.928 -0.053 -1.3% 3.943
Range 0.087 0.098 0.011 12.6% 0.232
ATR 0.085 0.086 0.001 1.1% 0.000
Volume 1,653 3,076 1,423 86.1% 25,915
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.239 4.182 3.982
R3 4.141 4.084 3.955
R2 4.043 4.043 3.946
R1 3.986 3.986 3.937 3.966
PP 3.945 3.945 3.945 3.935
S1 3.888 3.888 3.919 3.868
S2 3.847 3.847 3.910
S3 3.749 3.790 3.901
S4 3.651 3.692 3.874
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.680 4.544 4.071
R3 4.448 4.312 4.007
R2 4.216 4.216 3.986
R1 4.080 4.080 3.964 4.032
PP 3.984 3.984 3.984 3.961
S1 3.848 3.848 3.922 3.800
S2 3.752 3.752 3.900
S3 3.520 3.616 3.879
S4 3.288 3.384 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.017 3.889 0.128 3.3% 0.082 2.1% 30% False False 3,751
10 4.121 3.889 0.232 5.9% 0.091 2.3% 17% False False 3,931
20 4.239 3.889 0.350 8.9% 0.085 2.2% 11% False False 3,810
40 4.525 3.889 0.636 16.2% 0.086 2.2% 6% False False 2,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.420
2.618 4.260
1.618 4.162
1.000 4.101
0.618 4.064
HIGH 4.003
0.618 3.966
0.500 3.954
0.382 3.942
LOW 3.905
0.618 3.844
1.000 3.807
1.618 3.746
2.618 3.648
4.250 3.489
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 3.954 3.955
PP 3.945 3.946
S1 3.937 3.937

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

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