NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 3.915 3.920 0.005 0.1% 3.966
High 3.953 3.990 0.037 0.9% 4.070
Low 3.904 3.892 -0.012 -0.3% 3.878
Close 3.926 3.929 0.003 0.1% 4.053
Range 0.049 0.098 0.049 100.0% 0.192
ATR 0.091 0.091 0.001 0.6% 0.000
Volume 18,774 14,312 -4,462 -23.8% 85,600
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.231 4.178 3.983
R3 4.133 4.080 3.956
R2 4.035 4.035 3.947
R1 3.982 3.982 3.938 4.009
PP 3.937 3.937 3.937 3.950
S1 3.884 3.884 3.920 3.911
S2 3.839 3.839 3.911
S3 3.741 3.786 3.902
S4 3.643 3.688 3.875
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 3.892 0.200 5.1% 0.111 2.8% 19% False True 19,757
10 4.092 3.878 0.214 5.4% 0.096 2.4% 24% False False 19,223
20 4.270 3.878 0.392 10.0% 0.087 2.2% 13% False False 16,850
40 4.500 3.878 0.622 15.8% 0.092 2.3% 8% False False 14,522
60 4.605 3.878 0.727 18.5% 0.090 2.3% 7% False False 12,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.247
1.618 4.149
1.000 4.088
0.618 4.051
HIGH 3.990
0.618 3.953
0.500 3.941
0.382 3.929
LOW 3.892
0.618 3.831
1.000 3.794
1.618 3.733
2.618 3.635
4.250 3.476
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 3.941 3.955
PP 3.937 3.946
S1 3.933 3.938

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

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