NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 4.018 3.915 -0.103 -2.6% 3.966
High 4.018 3.953 -0.065 -1.6% 4.070
Low 3.899 3.904 0.005 0.1% 3.878
Close 3.904 3.926 0.022 0.6% 4.053
Range 0.119 0.049 -0.070 -58.8% 0.192
ATR 0.094 0.091 -0.003 -3.4% 0.000
Volume 19,969 18,774 -1,195 -6.0% 85,600
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.075 4.049 3.953
R3 4.026 4.000 3.939
R2 3.977 3.977 3.935
R1 3.951 3.951 3.930 3.964
PP 3.928 3.928 3.928 3.934
S1 3.902 3.902 3.922 3.915
S2 3.879 3.879 3.917
S3 3.830 3.853 3.913
S4 3.781 3.804 3.899
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% 0.106 2.7% 22% False False 20,142
10 4.092 3.878 0.214 5.5% 0.095 2.4% 22% False False 19,909
20 4.270 3.878 0.392 10.0% 0.086 2.2% 12% False False 16,942
40 4.500 3.878 0.622 15.8% 0.092 2.3% 8% False False 14,432
60 4.627 3.878 0.749 19.1% 0.089 2.3% 6% False False 12,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.161
2.618 4.081
1.618 4.032
1.000 4.002
0.618 3.983
HIGH 3.953
0.618 3.934
0.500 3.929
0.382 3.923
LOW 3.904
0.618 3.874
1.000 3.855
1.618 3.825
2.618 3.776
4.250 3.696
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 3.929 3.996
PP 3.928 3.972
S1 3.927 3.949

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

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