NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	4.132	4.165	0.033	0.8%	4.200
High	4.163	4.182	0.019	0.5%	4.344
Low	4.118	4.092	-0.026	-0.6%	4.165
Close	4.157	4.107	-0.050	-1.2%	4.168
Range	0.045	0.090	0.045	100.0%	0.179
ATR	0.075	0.076	0.001	1.4%	0.000
Volume	1,511	1,815	304	20.1%	5,569

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.397	4.342	4.157
R3	4.307	4.252	4.132
R2	4.217	4.217	4.124
R1	4.162	4.162	4.115	4.145
PP	4.127	4.127	4.127	4.118
S1	4.072	4.072	4.099	4.055
S2	4.037	4.037	4.091
S3	3.947	3.982	4.082
S4	3.857	3.892	4.058

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.763	4.644	4.266
R3	4.584	4.465	4.217
R2	4.405	4.405	4.201
R1	4.286	4.286	4.184	4.256
PP	4.226	4.226	4.226	4.211
S1	4.107	4.107	4.152	4.077
S2	4.047	4.047	4.135
S3	3.868	3.928	4.119
S4	3.689	3.749	4.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.274	4.092	0.182	4.4%	0.079	1.9%	8%	False	True	1,621
10	4.344	4.092	0.252	6.1%	0.073	1.8%	6%	False	True	1,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.565
2.618	4.418
1.618	4.328
1.000	4.272
0.618	4.238
HIGH	4.182
0.618	4.148
0.500	4.137
0.382	4.126
LOW	4.092
0.618	4.036
1.000	4.002
1.618	3.946
2.618	3.856
4.250	3.710

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	4.137	4.146
PP	4.127	4.133
S1	4.117	4.120

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols