NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 3.953 3.930 -0.023 -0.6% 4.090
High 4.017 3.952 -0.065 -1.6% 4.121
Low 3.928 3.889 -0.039 -1.0% 3.889
Close 3.963 3.943 -0.020 -0.5% 3.943
Range 0.089 0.063 -0.026 -29.2% 0.232
ATR 0.086 0.086 -0.001 -1.0% 0.000
Volume 3,092 8,062 4,970 160.7% 25,915
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.117 4.093 3.978
R3 4.054 4.030 3.960
R2 3.991 3.991 3.955
R1 3.967 3.967 3.949 3.979
PP 3.928 3.928 3.928 3.934
S1 3.904 3.904 3.937 3.916
S2 3.865 3.865 3.931
S3 3.802 3.841 3.926
S4 3.739 3.778 3.908
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.680 4.544 4.071
R3 4.448 4.312 4.007
R2 4.216 4.216 3.986
R1 4.080 4.080 3.964 4.032
PP 3.984 3.984 3.984 3.961
S1 3.848 3.848 3.922 3.800
S2 3.752 3.752 3.900
S3 3.520 3.616 3.879
S4 3.288 3.384 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.121 3.889 0.232 5.9% 0.087 2.2% 23% False True 5,183
10 4.121 3.889 0.232 5.9% 0.087 2.2% 23% False True 4,418
20 4.303 3.889 0.414 10.5% 0.084 2.1% 13% False True 3,783
40 4.525 3.889 0.636 16.1% 0.086 2.2% 8% False True 2,844
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 False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.220
2.618 4.117
1.618 4.054
1.000 4.015
0.618 3.991
HIGH 3.952
0.618 3.928
0.500 3.921
0.382 3.913
LOW 3.889
0.618 3.850
1.000 3.826
1.618 3.787
2.618 3.724
4.250 3.621
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 3.936 3.953
PP 3.928 3.950
S1 3.921 3.946

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

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