NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 3.930 3.921 -0.009 -0.2% 4.077
High 3.930 3.947 0.017 0.4% 4.092
Low 3.858 3.870 0.012 0.3% 3.858
Close 3.910 3.890 -0.020 -0.5% 3.910
Range 0.072 0.077 0.005 6.9% 0.234
ATR 0.090 0.089 -0.001 -1.0% 0.000
Volume 32,525 15,983 -16,542 -50.9% 115,117
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.133 4.089 3.932
R3 4.056 4.012 3.911
R2 3.979 3.979 3.904
R1 3.935 3.935 3.897 3.919
PP 3.902 3.902 3.902 3.894
S1 3.858 3.858 3.883 3.842
S2 3.825 3.825 3.876
S3 3.748 3.781 3.869
S4 3.671 3.704 3.848
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.517 4.039
R3 4.421 4.283 3.974
R2 4.187 4.187 3.953
R1 4.049 4.049 3.931 4.001
PP 3.953 3.953 3.953 3.930
S1 3.815 3.815 3.889 3.767
S2 3.719 3.719 3.867
S3 3.485 3.581 3.846
S4 3.251 3.347 3.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.018 3.858 0.160 4.1% 0.083 2.1% 20% False False 20,312
10 4.092 3.858 0.234 6.0% 0.093 2.4% 14% False False 19,812
20 4.270 3.858 0.412 10.6% 0.088 2.3% 8% False False 17,938
40 4.500 3.858 0.642 16.5% 0.091 2.3% 5% False False 15,296
60 4.538 3.858 0.680 17.5% 0.090 2.3% 5% False False 13,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.274
2.618 4.149
1.618 4.072
1.000 4.024
0.618 3.995
HIGH 3.947
0.618 3.918
0.500 3.909
0.382 3.899
LOW 3.870
0.618 3.822
1.000 3.793
1.618 3.745
2.618 3.668
4.250 3.543
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 3.909 3.924
PP 3.902 3.913
S1 3.896 3.901

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

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