NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 2.588 2.525 -0.063 -2.4% 2.569
High 2.600 2.567 -0.033 -1.3% 2.663
Low 2.526 2.494 -0.032 -1.3% 2.526
Close 2.530 2.562 0.032 1.3% 2.530
Range 0.074 0.073 -0.001 -1.4% 0.137
ATR 0.086 0.085 -0.001 -1.1% 0.000
Volume 14,084 28,942 14,858 105.5% 85,496
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.760 2.734 2.602
R3 2.687 2.661 2.582
R2 2.614 2.614 2.575
R1 2.588 2.588 2.569 2.601
PP 2.541 2.541 2.541 2.548
S1 2.515 2.515 2.555 2.528
S2 2.468 2.468 2.549
S3 2.395 2.442 2.542
S4 2.322 2.369 2.522
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.984 2.894 2.605
R3 2.847 2.757 2.568
R2 2.710 2.710 2.555
R1 2.620 2.620 2.543 2.597
PP 2.573 2.573 2.573 2.561
S1 2.483 2.483 2.517 2.460
S2 2.436 2.436 2.505
S3 2.299 2.346 2.492
S4 2.162 2.209 2.455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.663 2.494 0.169 6.6% 0.073 2.8% 40% False True 22,887
10 2.774 2.494 0.280 10.9% 0.074 2.9% 24% False True 20,924
20 2.852 2.494 0.358 14.0% 0.078 3.0% 19% False True 20,066
40 3.198 2.494 0.704 27.5% 0.086 3.4% 10% False True 21,891
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 True
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.877
2.618 2.758
1.618 2.685
1.000 2.640
0.618 2.612
HIGH 2.567
0.618 2.539
0.500 2.531
0.382 2.522
LOW 2.494
0.618 2.449
1.000 2.421
1.618 2.376
2.618 2.303
4.250 2.184
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 2.552 2.570
PP 2.541 2.567
S1 2.531 2.565

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

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