NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 3.887 3.881 -0.006 -0.2% 3.921
High 3.919 3.947 0.028 0.7% 4.027
Low 3.851 3.850 -0.001 0.0% 3.852
Close 3.862 3.879 0.017 0.4% 4.010
Range 0.068 0.097 0.029 42.6% 0.175
ATR 0.097 0.097 0.000 0.0% 0.000
Volume 23,620 14,979 -8,641 -36.6% 80,713
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.183 4.128 3.932
R3 4.086 4.031 3.906
R2 3.989 3.989 3.897
R1 3.934 3.934 3.888 3.913
PP 3.892 3.892 3.892 3.882
S1 3.837 3.837 3.870 3.816
S2 3.795 3.795 3.861
S3 3.698 3.740 3.852
S4 3.601 3.643 3.826
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 4.052 3.850 0.202 5.2% 0.111 2.9% 14% False True 22,107
10 4.052 3.850 0.202 5.2% 0.099 2.5% 14% False True 20,075
20 4.092 3.850 0.242 6.2% 0.097 2.5% 12% False True 19,649
40 4.414 3.850 0.564 14.5% 0.089 2.3% 5% False True 16,609
60 4.508 3.850 0.658 17.0% 0.092 2.4% 4% False True 14,581
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.359
2.618 4.201
1.618 4.104
1.000 4.044
0.618 4.007
HIGH 3.947
0.618 3.910
0.500 3.899
0.382 3.887
LOW 3.850
0.618 3.790
1.000 3.753
1.618 3.693
2.618 3.596
4.250 3.438
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 3.899 3.943
PP 3.892 3.921
S1 3.886 3.900

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

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