NYMEX Natural Gas Future April 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 3.912 3.927 0.015 0.4% 3.966
High 3.953 4.070 0.117 3.0% 4.070
Low 3.878 3.913 0.035 0.9% 3.878
Close 3.941 4.053 0.112 2.8% 4.053
Range 0.075 0.157 0.082 109.3% 0.192
ATR 0.084 0.089 0.005 6.3% 0.000
Volume 16,236 16,195 -41 -0.3% 85,600
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.483 4.425 4.139
R3 4.326 4.268 4.096
R2 4.169 4.169 4.082
R1 4.111 4.111 4.067 4.140
PP 4.012 4.012 4.012 4.027
S1 3.954 3.954 4.039 3.983
S2 3.855 3.855 4.024
S3 3.698 3.797 4.010
S4 3.541 3.640 3.967
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.576 4.507 4.159
R3 4.384 4.315 4.106
R2 4.192 4.192 4.088
R1 4.123 4.123 4.071 4.158
PP 4.000 4.000 4.000 4.018
S1 3.931 3.931 4.035 3.966
S2 3.808 3.808 4.018
S3 3.616 3.739 4.000
S4 3.424 3.547 3.947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.878 0.192 4.7% 0.092 2.3% 91% True False 17,120
10 4.129 3.878 0.251 6.2% 0.088 2.2% 70% False False 17,457
20 4.315 3.878 0.437 10.8% 0.080 2.0% 40% False False 14,924
40 4.500 3.878 0.622 15.3% 0.090 2.2% 28% False False 13,257
60 4.701 3.878 0.823 20.3% 0.088 2.2% 21% False False 11,628
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 0.019
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.737
2.618 4.481
1.618 4.324
1.000 4.227
0.618 4.167
HIGH 4.070
0.618 4.010
0.500 3.992
0.382 3.973
LOW 3.913
0.618 3.816
1.000 3.756
1.618 3.659
2.618 3.502
4.250 3.246
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 4.033 4.027
PP 4.012 4.000
S1 3.992 3.974

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

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