NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 4.136 4.075 -0.061 -1.5% 4.168
High 4.166 4.120 -0.046 -1.1% 4.314
Low 4.065 4.037 -0.028 -0.7% 4.108
Close 4.079 4.113 0.034 0.8% 4.142
Range 0.101 0.083 -0.018 -17.8% 0.206
ATR 0.092 0.091 -0.001 -0.7% 0.000
Volume 20,612 27,010 6,398 31.0% 44,809
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.339 4.309 4.159
R3 4.256 4.226 4.136
R2 4.173 4.173 4.128
R1 4.143 4.143 4.121 4.158
PP 4.090 4.090 4.090 4.098
S1 4.060 4.060 4.105 4.075
S2 4.007 4.007 4.098
S3 3.924 3.977 4.090
S4 3.841 3.894 4.067
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.806 4.680 4.255
R3 4.600 4.474 4.199
R2 4.394 4.394 4.180
R1 4.268 4.268 4.161 4.228
PP 4.188 4.188 4.188 4.168
S1 4.062 4.062 4.123 4.022
S2 3.982 3.982 4.104
S3 3.776 3.856 4.085
S4 3.570 3.650 4.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.213 4.037 0.176 4.3% 0.080 1.9% 43% False True 18,926
10 4.314 4.037 0.277 6.7% 0.085 2.1% 27% False True 13,374
20 4.500 4.037 0.463 11.3% 0.087 2.1% 16% False True 10,761
40 4.599 4.037 0.562 13.7% 0.096 2.3% 14% False True 8,546
60 4.958 4.037 0.921 22.4% 0.095 2.3% 8% False True 7,064
80 5.074 4.037 1.037 25.2% 0.096 2.3% 7% False True 5,814
100 5.330 4.037 1.293 31.4% 0.099 2.4% 6% False True 5,030
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.473
2.618 4.337
1.618 4.254
1.000 4.203
0.618 4.171
HIGH 4.120
0.618 4.088
0.500 4.079
0.382 4.069
LOW 4.037
0.618 3.986
1.000 3.954
1.618 3.903
2.618 3.820
4.250 3.684
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4.102 4.109
PP 4.090 4.105
S1 4.079 4.102

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

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