NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 4.064 4.090 0.026 0.6% 4.134
High 4.096 4.117 0.021 0.5% 4.270
Low 4.043 4.021 -0.022 -0.5% 4.071
Close 4.086 4.036 -0.050 -1.2% 4.097
Range 0.053 0.096 0.043 81.1% 0.199
ATR 0.084 0.085 0.001 1.0% 0.000
Volume 16,352 14,041 -2,311 -14.1% 63,429
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.346 4.287 4.089
R3 4.250 4.191 4.062
R2 4.154 4.154 4.054
R1 4.095 4.095 4.045 4.077
PP 4.058 4.058 4.058 4.049
S1 3.999 3.999 4.027 3.981
S2 3.962 3.962 4.018
S3 3.866 3.903 4.010
S4 3.770 3.807 3.983
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.743 4.619 4.206
R3 4.544 4.420 4.152
R2 4.345 4.345 4.133
R1 4.221 4.221 4.115 4.184
PP 4.146 4.146 4.146 4.127
S1 4.022 4.022 4.079 3.985
S2 3.947 3.947 4.061
S3 3.748 3.823 4.042
S4 3.549 3.624 3.988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.206 4.021 0.185 4.6% 0.085 2.1% 8% False True 15,506
10 4.270 4.021 0.249 6.2% 0.077 1.9% 6% False True 13,975
20 4.414 4.021 0.393 9.7% 0.079 2.0% 4% False True 13,434
40 4.508 4.021 0.487 12.1% 0.089 2.2% 3% False True 11,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.525
2.618 4.368
1.618 4.272
1.000 4.213
0.618 4.176
HIGH 4.117
0.618 4.080
0.500 4.069
0.382 4.058
LOW 4.021
0.618 3.962
1.000 3.925
1.618 3.866
2.618 3.770
4.250 3.613
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 4.069 4.075
PP 4.058 4.062
S1 4.047 4.049

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

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