NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 2.500 2.458 -0.042 -1.7% 2.569
High 2.514 2.517 0.003 0.1% 2.663
Low 2.452 2.433 -0.019 -0.8% 2.526
Close 2.465 2.439 -0.026 -1.1% 2.530
Range 0.062 0.084 0.022 35.5% 0.137
ATR 0.082 0.082 0.000 0.2% 0.000
Volume 23,014 25,484 2,470 10.7% 85,496
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.715 2.661 2.485
R3 2.631 2.577 2.462
R2 2.547 2.547 2.454
R1 2.493 2.493 2.447 2.478
PP 2.463 2.463 2.463 2.456
S1 2.409 2.409 2.431 2.394
S2 2.379 2.379 2.424
S3 2.295 2.325 2.416
S4 2.211 2.241 2.393
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 2.600 2.433 0.167 6.8% 0.072 2.9% 4% False True 22,181
10 2.679 2.433 0.246 10.1% 0.078 3.2% 2% False True 22,469
20 2.852 2.433 0.419 17.2% 0.074 3.0% 1% False True 20,443
40 3.198 2.433 0.765 31.4% 0.086 3.5% 1% False True 21,695
60 3.210 2.433 0.777 31.9% 0.105 4.3% 1% False True 23,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.874
2.618 2.737
1.618 2.653
1.000 2.601
0.618 2.569
HIGH 2.517
0.618 2.485
0.500 2.475
0.382 2.465
LOW 2.433
0.618 2.381
1.000 2.349
1.618 2.297
2.618 2.213
4.250 2.076
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 2.475 2.497
PP 2.463 2.478
S1 2.451 2.458

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

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