NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 4.132 4.165 0.033 0.8% 4.200
High 4.163 4.182 0.019 0.5% 4.344
Low 4.118 4.092 -0.026 -0.6% 4.165
Close 4.157 4.107 -0.050 -1.2% 4.168
Range 0.045 0.090 0.045 100.0% 0.179
ATR 0.075 0.076 0.001 1.4% 0.000
Volume 1,511 1,815 304 20.1% 5,569
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.397 4.342 4.157
R3 4.307 4.252 4.132
R2 4.217 4.217 4.124
R1 4.162 4.162 4.115 4.145
PP 4.127 4.127 4.127 4.118
S1 4.072 4.072 4.099 4.055
S2 4.037 4.037 4.091
S3 3.947 3.982 4.082
S4 3.857 3.892 4.058
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 4.274 4.092 0.182 4.4% 0.079 1.9% 8% False True 1,621
10 4.344 4.092 0.252 6.1% 0.073 1.8% 6% False True 1,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.565
2.618 4.418
1.618 4.328
1.000 4.272
0.618 4.238
HIGH 4.182
0.618 4.148
0.500 4.137
0.382 4.126
LOW 4.092
0.618 4.036
1.000 4.002
1.618 3.946
2.618 3.856
4.250 3.710
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 4.137 4.146
PP 4.127 4.133
S1 4.117 4.120

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

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