NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 4.168 4.154 -0.014 -0.3% 4.210
High 4.239 4.198 -0.041 -1.0% 4.303
Low 4.100 4.127 0.027 0.7% 4.100
Close 4.167 4.129 -0.038 -0.9% 4.129
Range 0.139 0.071 -0.068 -48.9% 0.203
ATR 0.085 0.084 -0.001 -1.2% 0.000
Volume 1,399 6,330 4,931 352.5% 14,777
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.364 4.318 4.168
R3 4.293 4.247 4.149
R2 4.222 4.222 4.142
R1 4.176 4.176 4.136 4.164
PP 4.151 4.151 4.151 4.145
S1 4.105 4.105 4.122 4.093
S2 4.080 4.080 4.116
S3 4.009 4.034 4.109
S4 3.938 3.963 4.090
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.786 4.661 4.241
R3 4.583 4.458 4.185
R2 4.380 4.380 4.166
R1 4.255 4.255 4.148 4.216
PP 4.177 4.177 4.177 4.158
S1 4.052 4.052 4.110 4.013
S2 3.974 3.974 4.092
S3 3.771 3.849 4.073
S4 3.568 3.646 4.017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.303 4.100 0.203 4.9% 0.088 2.1% 14% False False 2,955
10 4.342 4.100 0.242 5.9% 0.071 1.7% 12% False False 2,718
20 4.456 4.100 0.356 8.6% 0.083 2.0% 8% False False 2,288
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.500
2.618 4.384
1.618 4.313
1.000 4.269
0.618 4.242
HIGH 4.198
0.618 4.171
0.500 4.163
0.382 4.154
LOW 4.127
0.618 4.083
1.000 4.056
1.618 4.012
2.618 3.941
4.250 3.825
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 4.163 4.172
PP 4.151 4.158
S1 4.140 4.143

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

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