NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 3.957 3.988 0.031 0.8% 4.000
High 3.987 4.105 0.118 3.0% 4.105
Low 3.924 3.955 0.031 0.8% 3.924
Close 3.977 4.087 0.110 2.8% 4.087
Range 0.063 0.150 0.087 138.1% 0.181
ATR 0.080 0.085 0.005 6.3% 0.000
Volume 3,237 2,562 -675 -20.9% 18,271
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.499 4.443 4.170
R3 4.349 4.293 4.128
R2 4.199 4.199 4.115
R1 4.143 4.143 4.101 4.171
PP 4.049 4.049 4.049 4.063
S1 3.993 3.993 4.073 4.021
S2 3.899 3.899 4.060
S3 3.749 3.843 4.046
S4 3.599 3.693 4.005
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.582 4.515 4.187
R3 4.401 4.334 4.137
R2 4.220 4.220 4.120
R1 4.153 4.153 4.104 4.187
PP 4.039 4.039 4.039 4.055
S1 3.972 3.972 4.070 4.006
S2 3.858 3.858 4.054
S3 3.677 3.791 4.037
S4 3.496 3.610 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.105 3.924 0.181 4.4% 0.086 2.1% 90% True False 3,654
10 4.160 3.924 0.236 5.8% 0.080 2.0% 69% False False 3,497
20 4.342 3.924 0.418 10.2% 0.076 1.8% 39% False False 3,107
40 4.525 3.924 0.601 14.7% 0.085 2.1% 27% False False 2,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.743
2.618 4.498
1.618 4.348
1.000 4.255
0.618 4.198
HIGH 4.105
0.618 4.048
0.500 4.030
0.382 4.012
LOW 3.955
0.618 3.862
1.000 3.805
1.618 3.712
2.618 3.562
4.250 3.318
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 4.068 4.063
PP 4.049 4.039
S1 4.030 4.015

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

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