NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 2.525 2.558 0.033 1.3% 2.569
High 2.567 2.561 -0.006 -0.2% 2.663
Low 2.494 2.496 0.002 0.1% 2.526
Close 2.562 2.503 -0.059 -2.3% 2.530
Range 0.073 0.065 -0.008 -11.0% 0.137
ATR 0.085 0.084 -0.001 -1.6% 0.000
Volume 28,942 19,383 -9,559 -33.0% 85,496
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.715 2.674 2.539
R3 2.650 2.609 2.521
R2 2.585 2.585 2.515
R1 2.544 2.544 2.509 2.532
PP 2.520 2.520 2.520 2.514
S1 2.479 2.479 2.497 2.467
S2 2.455 2.455 2.491
S3 2.390 2.414 2.485
S4 2.325 2.349 2.467
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 6.8% 0.068 2.7% 5% False False 21,217
10 2.728 2.494 0.234 9.3% 0.073 2.9% 4% False False 21,445
20 2.852 2.494 0.358 14.3% 0.079 3.1% 3% False False 20,073
40 3.198 2.494 0.704 28.1% 0.086 3.4% 1% False False 21,733
60 3.210 2.494 0.716 28.6% 0.107 4.3% 1% False False 23,486
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.837
2.618 2.731
1.618 2.666
1.000 2.626
0.618 2.601
HIGH 2.561
0.618 2.536
0.500 2.529
0.382 2.521
LOW 2.496
0.618 2.456
1.000 2.431
1.618 2.391
2.618 2.326
4.250 2.220
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 2.529 2.547
PP 2.520 2.532
S1 2.512 2.518

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

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