NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 3.956 3.963 0.007 0.2% 3.990
High 3.995 4.125 0.130 3.3% 4.125
Low 3.908 3.942 0.034 0.9% 3.908
Close 3.971 4.100 0.129 3.2% 4.100
Range 0.087 0.183 0.096 110.3% 0.217
ATR 0.094 0.100 0.006 6.8% 0.000
Volume 92,625 84,149 -8,476 -9.2% 469,109
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.605 4.535 4.201
R3 4.422 4.352 4.150
R2 4.239 4.239 4.134
R1 4.169 4.169 4.117 4.204
PP 4.056 4.056 4.056 4.073
S1 3.986 3.986 4.083 4.021
S2 3.873 3.873 4.066
S3 3.690 3.803 4.050
S4 3.507 3.620 3.999
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.695 4.615 4.219
R3 4.478 4.398 4.160
R2 4.261 4.261 4.140
R1 4.181 4.181 4.120 4.221
PP 4.044 4.044 4.044 4.065
S1 3.964 3.964 4.080 4.004
S2 3.827 3.827 4.060
S3 3.610 3.747 4.040
S4 3.393 3.530 3.981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.125 3.908 0.217 5.3% 0.104 2.5% 88% True False 93,821
10 4.165 3.908 0.257 6.3% 0.097 2.4% 75% False False 71,016
20 4.350 3.908 0.442 10.8% 0.091 2.2% 43% False False 51,493
40 4.564 3.908 0.656 16.0% 0.102 2.5% 29% False False 38,695
60 4.830 3.908 0.922 22.5% 0.101 2.5% 21% False False 32,394
80 4.962 3.908 1.054 25.7% 0.104 2.5% 18% False False 28,226
100 5.356 3.908 1.448 35.3% 0.105 2.6% 13% False False 25,316
120 5.356 3.908 1.448 35.3% 0.107 2.6% 13% False False 22,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.903
2.618 4.604
1.618 4.421
1.000 4.308
0.618 4.238
HIGH 4.125
0.618 4.055
0.500 4.034
0.382 4.012
LOW 3.942
0.618 3.829
1.000 3.759
1.618 3.646
2.618 3.463
4.250 3.164
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 4.078 4.072
PP 4.056 4.044
S1 4.034 4.017

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

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