NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 4.195 4.184 -0.011 -0.3% 4.200
High 4.236 4.200 -0.036 -0.8% 4.344
Low 4.165 4.119 -0.046 -1.1% 4.165
Close 4.168 4.132 -0.036 -0.9% 4.168
Range 0.071 0.081 0.010 14.1% 0.179
ATR 0.077 0.078 0.000 0.3% 0.000
Volume 1,258 2,801 1,543 122.7% 5,569
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.393 4.344 4.177
R3 4.312 4.263 4.154
R2 4.231 4.231 4.147
R1 4.182 4.182 4.139 4.166
PP 4.150 4.150 4.150 4.143
S1 4.101 4.101 4.125 4.085
S2 4.069 4.069 4.117
S3 3.988 4.020 4.110
S4 3.907 3.939 4.087
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.763 4.644 4.266
R3 4.584 4.465 4.217
R2 4.405 4.405 4.201
R1 4.286 4.286 4.184 4.256
PP 4.226 4.226 4.226 4.211
S1 4.107 4.107 4.152 4.077
S2 4.047 4.047 4.135
S3 3.868 3.928 4.119
S4 3.689 3.749 4.070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.344 4.119 0.225 5.4% 0.079 1.9% 6% False True 1,389
10 4.384 4.119 0.265 6.4% 0.072 1.7% 5% False True 1,474
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.544
2.618 4.412
1.618 4.331
1.000 4.281
0.618 4.250
HIGH 4.200
0.618 4.169
0.500 4.160
0.382 4.150
LOW 4.119
0.618 4.069
1.000 4.038
1.618 3.988
2.618 3.907
4.250 3.775
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 4.160 4.197
PP 4.150 4.175
S1 4.141 4.154

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

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