NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 3.891 3.890 -0.001 0.0% 3.921
High 3.932 4.027 0.095 2.4% 4.027
Low 3.852 3.890 0.038 1.0% 3.852
Close 3.875 4.010 0.135 3.5% 4.010
Range 0.080 0.137 0.057 71.3% 0.175
ATR 0.090 0.094 0.004 4.9% 0.000
Volume 14,807 23,020 8,213 55.5% 80,713
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.387 4.335 4.085
R3 4.250 4.198 4.048
R2 4.113 4.113 4.035
R1 4.061 4.061 4.023 4.087
PP 3.976 3.976 3.976 3.989
S1 3.924 3.924 3.997 3.950
S2 3.839 3.839 3.985
S3 3.702 3.787 3.972
S4 3.565 3.650 3.935
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.488 4.424 4.106
R3 4.313 4.249 4.058
R2 4.138 4.138 4.042
R1 4.074 4.074 4.026 4.106
PP 3.963 3.963 3.963 3.979
S1 3.899 3.899 3.994 3.931
S2 3.788 3.788 3.978
S3 3.613 3.724 3.962
S4 3.438 3.549 3.914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.027 3.852 0.175 4.4% 0.100 2.5% 90% True False 16,142
10 4.092 3.852 0.240 6.0% 0.097 2.4% 66% False False 19,583
20 4.129 3.852 0.277 6.9% 0.092 2.3% 57% False False 18,520
40 4.428 3.852 0.576 14.4% 0.089 2.2% 27% False False 15,891
60 4.508 3.852 0.656 16.4% 0.091 2.3% 24% False False 13,925
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 0.014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.609
2.618 4.386
1.618 4.249
1.000 4.164
0.618 4.112
HIGH 4.027
0.618 3.975
0.500 3.959
0.382 3.942
LOW 3.890
0.618 3.805
1.000 3.753
1.618 3.668
2.618 3.531
4.250 3.308
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 3.993 3.987
PP 3.976 3.963
S1 3.959 3.940

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

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