NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 2.558 2.500 -0.058 -2.3% 2.569
High 2.561 2.514 -0.047 -1.8% 2.663
Low 2.496 2.452 -0.044 -1.8% 2.526
Close 2.503 2.465 -0.038 -1.5% 2.530
Range 0.065 0.062 -0.003 -4.6% 0.137
ATR 0.084 0.082 -0.002 -1.9% 0.000
Volume 19,383 23,014 3,631 18.7% 85,496
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.663 2.626 2.499
R3 2.601 2.564 2.482
R2 2.539 2.539 2.476
R1 2.502 2.502 2.471 2.490
PP 2.477 2.477 2.477 2.471
S1 2.440 2.440 2.459 2.428
S2 2.415 2.415 2.454
S3 2.353 2.378 2.448
S4 2.291 2.316 2.431
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 2.646 2.452 0.194 7.9% 0.066 2.7% 7% False True 21,274
10 2.705 2.452 0.253 10.3% 0.074 3.0% 5% False True 22,313
20 2.852 2.452 0.400 16.2% 0.075 3.1% 3% False True 20,443
40 3.198 2.452 0.746 30.3% 0.086 3.5% 2% False True 21,730
60 3.210 2.452 0.758 30.8% 0.107 4.3% 2% False True 23,394
Crabel Price Patterns
NR True
NR4 True
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.778
2.618 2.676
1.618 2.614
1.000 2.576
0.618 2.552
HIGH 2.514
0.618 2.490
0.500 2.483
0.382 2.476
LOW 2.452
0.618 2.414
1.000 2.390
1.618 2.352
2.618 2.290
4.250 2.189
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 2.483 2.510
PP 2.477 2.495
S1 2.471 2.480

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

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