NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 3.904 3.945 0.041 1.1% 3.939
High 3.968 4.070 0.102 2.6% 4.070
Low 3.890 3.871 -0.019 -0.5% 3.871
Close 3.912 4.042 0.130 3.3% 4.042
Range 0.078 0.199 0.121 155.1% 0.199
ATR 0.085 0.093 0.008 9.6% 0.000
Volume 3,130 5,146 2,016 64.4% 15,878
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.591 4.516 4.151
R3 4.392 4.317 4.097
R2 4.193 4.193 4.078
R1 4.118 4.118 4.060 4.156
PP 3.994 3.994 3.994 4.013
S1 3.919 3.919 4.024 3.957
S2 3.795 3.795 4.006
S3 3.596 3.720 3.987
S4 3.397 3.521 3.933
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.591 4.516 4.151
R3 4.392 4.317 4.097
R2 4.193 4.193 4.078
R1 4.118 4.118 4.060 4.156
PP 3.994 3.994 3.994 4.013
S1 3.919 3.919 4.024 3.957
S2 3.795 3.795 4.006
S3 3.596 3.720 3.987
S4 3.397 3.521 3.933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.871 0.199 4.9% 0.107 2.6% 86% True True 3,175
10 4.121 3.871 0.250 6.2% 0.097 2.4% 68% False True 4,179
20 4.160 3.871 0.289 7.1% 0.088 2.2% 59% False True 3,838
40 4.456 3.871 0.585 14.5% 0.086 2.1% 29% False True 3,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 4.916
2.618 4.591
1.618 4.392
1.000 4.269
0.618 4.193
HIGH 4.070
0.618 3.994
0.500 3.971
0.382 3.947
LOW 3.871
0.618 3.748
1.000 3.672
1.618 3.549
2.618 3.350
4.250 3.025
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 4.018 4.018
PP 3.994 3.994
S1 3.971 3.971

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

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