NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 3.930 3.939 0.009 0.2% 4.090
High 3.952 3.976 0.024 0.6% 4.121
Low 3.889 3.905 0.016 0.4% 3.889
Close 3.943 3.923 -0.020 -0.5% 3.943
Range 0.063 0.071 0.008 12.7% 0.232
ATR 0.086 0.084 -0.001 -1.2% 0.000
Volume 8,062 2,873 -5,189 -64.4% 25,915
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.148 4.106 3.962
R3 4.077 4.035 3.943
R2 4.006 4.006 3.936
R1 3.964 3.964 3.930 3.950
PP 3.935 3.935 3.935 3.927
S1 3.893 3.893 3.916 3.879
S2 3.864 3.864 3.910
S3 3.793 3.822 3.903
S4 3.722 3.751 3.884
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 4.048 3.889 0.159 4.1% 0.076 1.9% 21% False False 4,407
10 4.121 3.889 0.232 5.9% 0.087 2.2% 15% False False 4,344
20 4.303 3.889 0.414 10.6% 0.083 2.1% 8% False False 3,828
40 4.525 3.889 0.636 16.2% 0.086 2.2% 5% False False 2,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.278
2.618 4.162
1.618 4.091
1.000 4.047
0.618 4.020
HIGH 3.976
0.618 3.949
0.500 3.941
0.382 3.932
LOW 3.905
0.618 3.861
1.000 3.834
1.618 3.790
2.618 3.719
4.250 3.603
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 3.941 3.953
PP 3.935 3.943
S1 3.929 3.933

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

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