NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 3.945 3.953 0.008 0.2% 4.000
High 3.988 4.017 0.029 0.7% 4.105
Low 3.941 3.928 -0.013 -0.3% 3.924
Close 3.962 3.963 0.001 0.0% 4.087
Range 0.047 0.089 0.042 89.4% 0.181
ATR 0.086 0.086 0.000 0.2% 0.000
Volume 3,374 3,092 -282 -8.4% 18,271
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.236 4.189 4.012
R3 4.147 4.100 3.987
R2 4.058 4.058 3.979
R1 4.011 4.011 3.971 4.035
PP 3.969 3.969 3.969 3.981
S1 3.922 3.922 3.955 3.946
S2 3.880 3.880 3.947
S3 3.791 3.833 3.939
S4 3.702 3.744 3.914
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 4.121 3.928 0.193 4.9% 0.105 2.6% 18% False True 4,083
10 4.121 3.924 0.197 5.0% 0.087 2.2% 20% False False 4,018
20 4.303 3.924 0.379 9.6% 0.082 2.1% 10% False False 3,641
40 4.525 3.924 0.601 15.2% 0.087 2.2% 6% False False 2,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.395
2.618 4.250
1.618 4.161
1.000 4.106
0.618 4.072
HIGH 4.017
0.618 3.983
0.500 3.973
0.382 3.962
LOW 3.928
0.618 3.873
1.000 3.839
1.618 3.784
2.618 3.695
4.250 3.550
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 3.973 3.988
PP 3.969 3.980
S1 3.966 3.971

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

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