NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 3.927 3.905 -0.022 -0.6% 3.959
High 3.961 4.065 0.104 2.6% 4.065
Low 3.870 3.905 0.035 0.9% 3.870
Close 3.896 4.042 0.146 3.7% 4.042
Range 0.091 0.160 0.069 75.8% 0.195
ATR 0.101 0.106 0.005 4.8% 0.000
Volume 35,688 68,290 32,602 91.4% 202,447
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.484 4.423 4.130
R3 4.324 4.263 4.086
R2 4.164 4.164 4.071
R1 4.103 4.103 4.057 4.134
PP 4.004 4.004 4.004 4.019
S1 3.943 3.943 4.027 3.974
S2 3.844 3.844 4.013
S3 3.684 3.783 3.998
S4 3.524 3.623 3.954
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.577 4.505 4.149
R3 4.382 4.310 4.096
R2 4.187 4.187 4.078
R1 4.115 4.115 4.060 4.151
PP 3.992 3.992 3.992 4.011
S1 3.920 3.920 4.024 3.956
S2 3.797 3.797 4.006
S3 3.602 3.725 3.988
S4 3.407 3.530 3.935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.065 3.870 0.195 4.8% 0.112 2.8% 88% True False 40,489
10 4.143 3.870 0.273 6.8% 0.108 2.7% 63% False False 46,265
20 4.165 3.870 0.295 7.3% 0.103 2.5% 58% False False 58,641
40 4.500 3.870 0.630 15.6% 0.101 2.5% 27% False False 44,963
60 4.606 3.870 0.736 18.2% 0.103 2.6% 23% False False 37,681
80 4.962 3.870 1.092 27.0% 0.103 2.6% 16% False False 32,272
100 5.356 3.870 1.486 36.8% 0.106 2.6% 12% False False 28,486
120 5.356 3.870 1.486 36.8% 0.106 2.6% 12% False False 25,641
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 0.020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.745
2.618 4.484
1.618 4.324
1.000 4.225
0.618 4.164
HIGH 4.065
0.618 4.004
0.500 3.985
0.382 3.966
LOW 3.905
0.618 3.806
1.000 3.745
1.618 3.646
2.618 3.486
4.250 3.225
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 4.023 4.017
PP 4.004 3.992
S1 3.985 3.968

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

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