NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 4.077 4.018 -0.059 -1.4% 3.966
High 4.092 4.018 -0.074 -1.8% 4.070
Low 3.961 3.899 -0.062 -1.6% 3.878
Close 4.008 3.904 -0.104 -2.6% 4.053
Range 0.131 0.119 -0.012 -9.2% 0.192
ATR 0.092 0.094 0.002 2.1% 0.000
Volume 29,537 19,969 -9,568 -32.4% 85,600
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.297 4.220 3.969
R3 4.178 4.101 3.937
R2 4.059 4.059 3.926
R1 3.982 3.982 3.915 3.961
PP 3.940 3.940 3.940 3.930
S1 3.863 3.863 3.893 3.842
S2 3.821 3.821 3.882
S3 3.702 3.744 3.871
S4 3.583 3.625 3.839
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 4.092 3.878 0.214 5.5% 0.112 2.9% 12% False False 21,277
10 4.117 3.878 0.239 6.1% 0.099 2.5% 11% False False 19,436
20 4.270 3.878 0.392 10.0% 0.086 2.2% 7% False False 16,553
40 4.500 3.878 0.622 15.9% 0.093 2.4% 4% False False 14,128
60 4.627 3.878 0.749 19.2% 0.089 2.3% 3% False False 12,279
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.524
2.618 4.330
1.618 4.211
1.000 4.137
0.618 4.092
HIGH 4.018
0.618 3.973
0.500 3.959
0.382 3.944
LOW 3.899
0.618 3.825
1.000 3.780
1.618 3.706
2.618 3.587
4.250 3.393
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 3.959 3.996
PP 3.940 3.965
S1 3.922 3.935

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

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