NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 4.085 3.990 -0.095 -2.3% 4.100
High 4.085 4.050 -0.035 -0.9% 4.165
Low 3.989 3.966 -0.023 -0.6% 3.989
Close 4.000 4.006 0.006 0.2% 4.000
Range 0.096 0.084 -0.012 -12.5% 0.176
ATR 0.097 0.096 -0.001 -1.0% 0.000
Volume 64,182 88,714 24,532 38.2% 241,058
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.259 4.217 4.052
R3 4.175 4.133 4.029
R2 4.091 4.091 4.021
R1 4.049 4.049 4.014 4.070
PP 4.007 4.007 4.007 4.018
S1 3.965 3.965 3.998 3.986
S2 3.923 3.923 3.991
S3 3.839 3.881 3.983
S4 3.755 3.797 3.960
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.579 4.466 4.097
R3 4.403 4.290 4.048
R2 4.227 4.227 4.032
R1 4.114 4.114 4.016 4.083
PP 4.051 4.051 4.051 4.036
S1 3.938 3.938 3.984 3.907
S2 3.875 3.875 3.968
S3 3.699 3.762 3.952
S4 3.523 3.586 3.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.146 3.966 0.180 4.5% 0.087 2.2% 22% False True 55,907
10 4.300 3.966 0.334 8.3% 0.092 2.3% 12% False True 46,392
20 4.477 3.966 0.511 12.8% 0.093 2.3% 8% False True 38,585
40 4.564 3.966 0.598 14.9% 0.101 2.5% 7% False True 31,310
60 4.962 3.966 0.996 24.9% 0.101 2.5% 4% False True 27,193
80 4.962 3.966 0.996 24.9% 0.103 2.6% 4% False True 24,093
100 5.356 3.966 1.390 34.7% 0.106 2.6% 3% False True 21,845
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.270
1.618 4.186
1.000 4.134
0.618 4.102
HIGH 4.050
0.618 4.018
0.500 4.008
0.382 3.998
LOW 3.966
0.618 3.914
1.000 3.882
1.618 3.830
2.618 3.746
4.250 3.609
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 4.008 4.036
PP 4.007 4.026
S1 4.007 4.016

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

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