NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 4.084 4.121 0.037 0.9% 4.210
High 4.125 4.144 0.019 0.5% 4.303
Low 4.077 4.054 -0.023 -0.6% 4.100
Close 4.118 4.068 -0.050 -1.2% 4.129
Range 0.048 0.090 0.042 87.5% 0.203
ATR 0.081 0.082 0.001 0.8% 0.000
Volume 2,712 2,231 -481 -17.7% 14,777
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.359 4.303 4.118
R3 4.269 4.213 4.093
R2 4.179 4.179 4.085
R1 4.123 4.123 4.076 4.106
PP 4.089 4.089 4.089 4.080
S1 4.033 4.033 4.060 4.016
S2 3.999 3.999 4.052
S3 3.909 3.943 4.043
S4 3.819 3.853 4.019
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 4.239 4.054 0.185 4.5% 0.086 2.1% 8% False True 3,046
10 4.303 4.054 0.249 6.1% 0.076 1.9% 6% False True 2,962
20 4.440 4.054 0.386 9.5% 0.077 1.9% 4% False True 2,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.527
2.618 4.380
1.618 4.290
1.000 4.234
0.618 4.200
HIGH 4.144
0.618 4.110
0.500 4.099
0.382 4.088
LOW 4.054
0.618 3.998
1.000 3.964
1.618 3.908
2.618 3.818
4.250 3.672
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 4.099 4.107
PP 4.089 4.094
S1 4.078 4.081

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

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