NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 4.121 4.050 -0.071 -1.7% 4.210
High 4.144 4.106 -0.038 -0.9% 4.303
Low 4.054 4.028 -0.026 -0.6% 4.100
Close 4.068 4.099 0.031 0.8% 4.129
Range 0.090 0.078 -0.012 -13.3% 0.203
ATR 0.082 0.082 0.000 -0.3% 0.000
Volume 2,231 5,138 2,907 130.3% 14,777
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.312 4.283 4.142
R3 4.234 4.205 4.120
R2 4.156 4.156 4.113
R1 4.127 4.127 4.106 4.142
PP 4.078 4.078 4.078 4.085
S1 4.049 4.049 4.092 4.064
S2 4.000 4.000 4.085
S3 3.922 3.971 4.078
S4 3.844 3.893 4.056
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 4.198 4.028 0.170 4.1% 0.073 1.8% 42% False True 3,794
10 4.303 4.028 0.275 6.7% 0.077 1.9% 26% False True 3,265
20 4.440 4.028 0.412 10.1% 0.078 1.9% 17% False True 2,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.438
2.618 4.310
1.618 4.232
1.000 4.184
0.618 4.154
HIGH 4.106
0.618 4.076
0.500 4.067
0.382 4.058
LOW 4.028
0.618 3.980
1.000 3.950
1.618 3.902
2.618 3.824
4.250 3.697
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4.088 4.095
PP 4.078 4.090
S1 4.067 4.086

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

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