NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 4.144 4.084 -0.060 -1.4% 4.210
High 4.160 4.125 -0.035 -0.8% 4.303
Low 4.080 4.077 -0.003 -0.1% 4.100
Close 4.093 4.118 0.025 0.6% 4.129
Range 0.080 0.048 -0.032 -40.0% 0.203
ATR 0.084 0.081 -0.003 -3.1% 0.000
Volume 2,562 2,712 150 5.9% 14,777
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.251 4.232 4.144
R3 4.203 4.184 4.131
R2 4.155 4.155 4.127
R1 4.136 4.136 4.122 4.146
PP 4.107 4.107 4.107 4.111
S1 4.088 4.088 4.114 4.098
S2 4.059 4.059 4.109
S3 4.011 4.040 4.105
S4 3.963 3.992 4.092
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 4.244 4.077 0.167 4.1% 0.080 1.9% 25% False True 3,264
10 4.303 4.077 0.226 5.5% 0.072 1.7% 18% False True 3,006
20 4.440 4.077 0.363 8.8% 0.077 1.9% 11% False True 2,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.329
2.618 4.251
1.618 4.203
1.000 4.173
0.618 4.155
HIGH 4.125
0.618 4.107
0.500 4.101
0.382 4.095
LOW 4.077
0.618 4.047
1.000 4.029
1.618 3.999
2.618 3.951
4.250 3.873
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 4.112 4.138
PP 4.107 4.131
S1 4.101 4.125

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

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