NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 3.945 4.059 0.114 2.9% 3.939
High 4.070 4.080 0.010 0.2% 4.070
Low 3.871 3.983 0.112 2.9% 3.871
Close 4.042 4.060 0.018 0.4% 4.042
Range 0.199 0.097 -0.102 -51.3% 0.199
ATR 0.093 0.093 0.000 0.3% 0.000
Volume 5,146 9,995 4,849 94.2% 15,878
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.332 4.293 4.113
R3 4.235 4.196 4.087
R2 4.138 4.138 4.078
R1 4.099 4.099 4.069 4.119
PP 4.041 4.041 4.041 4.051
S1 4.002 4.002 4.051 4.022
S2 3.944 3.944 4.042
S3 3.847 3.905 4.033
S4 3.750 3.808 4.007
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.591 4.516 4.151
R3 4.392 4.317 4.097
R2 4.193 4.193 4.078
R1 4.118 4.118 4.060 4.156
PP 3.994 3.994 3.994 4.013
S1 3.919 3.919 4.024 3.957
S2 3.795 3.795 4.006
S3 3.596 3.720 3.987
S4 3.397 3.521 3.933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.080 3.871 0.209 5.1% 0.112 2.8% 90% True False 4,600
10 4.080 3.871 0.209 5.1% 0.094 2.3% 90% True False 4,503
20 4.144 3.871 0.273 6.7% 0.089 2.2% 69% False False 4,209
40 4.440 3.871 0.569 14.0% 0.084 2.1% 33% False False 3,268
Crabel Price Patterns
NR True
NR4 False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.492
2.618 4.334
1.618 4.237
1.000 4.177
0.618 4.140
HIGH 4.080
0.618 4.043
0.500 4.032
0.382 4.020
LOW 3.983
0.618 3.923
1.000 3.886
1.618 3.826
2.618 3.729
4.250 3.571
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 4.051 4.032
PP 4.041 4.004
S1 4.032 3.976

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

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