NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 4.165 4.092 -0.073 -1.8% 4.200
High 4.182 4.140 -0.042 -1.0% 4.344
Low 4.092 4.065 -0.027 -0.7% 4.165
Close 4.107 4.138 0.031 0.8% 4.168
Range 0.090 0.075 -0.015 -16.7% 0.179
ATR 0.076 0.076 0.000 -0.1% 0.000
Volume 1,815 1,490 -325 -17.9% 5,569
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.339 4.314 4.179
R3 4.264 4.239 4.159
R2 4.189 4.189 4.152
R1 4.164 4.164 4.145 4.177
PP 4.114 4.114 4.114 4.121
S1 4.089 4.089 4.131 4.102
S2 4.039 4.039 4.124
S3 3.964 4.014 4.117
S4 3.889 3.939 4.097
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 4.236 4.065 0.171 4.1% 0.072 1.7% 43% False True 1,775
10 4.344 4.065 0.279 6.7% 0.073 1.8% 26% False True 1,594
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.459
2.618 4.336
1.618 4.261
1.000 4.215
0.618 4.186
HIGH 4.140
0.618 4.111
0.500 4.103
0.382 4.094
LOW 4.065
0.618 4.019
1.000 3.990
1.618 3.944
2.618 3.869
4.250 3.746
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 4.126 4.133
PP 4.114 4.128
S1 4.103 4.124

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

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