NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 3.905 4.055 0.150 3.8% 3.959
High 4.065 4.095 0.030 0.7% 4.065
Low 3.905 3.980 0.075 1.9% 3.870
Close 4.042 4.056 0.014 0.3% 4.042
Range 0.160 0.115 -0.045 -28.1% 0.195
ATR 0.106 0.106 0.001 0.6% 0.000
Volume 68,290 65,704 -2,586 -3.8% 202,447
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.389 4.337 4.119
R3 4.274 4.222 4.088
R2 4.159 4.159 4.077
R1 4.107 4.107 4.067 4.133
PP 4.044 4.044 4.044 4.057
S1 3.992 3.992 4.045 4.018
S2 3.929 3.929 4.035
S3 3.814 3.877 4.024
S4 3.699 3.762 3.993
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 4.095 3.870 0.225 5.5% 0.118 2.9% 83% True False 46,437
10 4.095 3.870 0.225 5.5% 0.105 2.6% 83% True False 45,702
20 4.146 3.870 0.276 6.8% 0.104 2.6% 67% False False 59,414
40 4.477 3.870 0.607 15.0% 0.099 2.4% 31% False False 45,915
60 4.606 3.870 0.736 18.1% 0.104 2.6% 25% False False 38,197
80 4.962 3.870 1.092 26.9% 0.104 2.6% 17% False False 32,836
100 5.242 3.870 1.372 33.8% 0.104 2.6% 14% False False 29,035
120 5.356 3.870 1.486 36.6% 0.106 2.6% 13% False False 26,118
Crabel Price Patterns
NR True
NR4 False
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.584
2.618 4.396
1.618 4.281
1.000 4.210
0.618 4.166
HIGH 4.095
0.618 4.051
0.500 4.038
0.382 4.024
LOW 3.980
0.618 3.909
1.000 3.865
1.618 3.794
2.618 3.679
4.250 3.491
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 4.050 4.032
PP 4.044 4.007
S1 4.038 3.983

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

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