NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 4.028 4.030 0.002 0.0% 4.184
High 4.091 4.063 -0.028 -0.7% 4.200
Low 4.028 3.990 -0.038 -0.9% 4.044
Close 4.055 4.061 0.006 0.1% 4.051
Range 0.063 0.073 0.010 15.9% 0.156
ATR 0.077 0.076 0.000 -0.3% 0.000
Volume 1,802 957 -845 -46.9% 9,376
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.257 4.232 4.101
R3 4.184 4.159 4.081
R2 4.111 4.111 4.074
R1 4.086 4.086 4.068 4.099
PP 4.038 4.038 4.038 4.044
S1 4.013 4.013 4.054 4.026
S2 3.965 3.965 4.048
S3 3.892 3.940 4.041
S4 3.819 3.867 4.021
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.465 4.137
R3 4.410 4.309 4.094
R2 4.254 4.254 4.080
R1 4.153 4.153 4.065 4.126
PP 4.098 4.098 4.098 4.085
S1 3.997 3.997 4.037 3.970
S2 3.942 3.942 4.022
S3 3.786 3.841 4.008
S4 3.630 3.685 3.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.182 3.990 0.192 4.7% 0.080 2.0% 37% False True 1,564
10 4.285 3.990 0.295 7.3% 0.076 1.9% 24% False True 1,509
20 4.478 3.990 0.488 12.0% 0.074 1.8% 15% False True 1,401
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.373
2.618 4.254
1.618 4.181
1.000 4.136
0.618 4.108
HIGH 4.063
0.618 4.035
0.500 4.027
0.382 4.018
LOW 3.990
0.618 3.945
1.000 3.917
1.618 3.872
2.618 3.799
4.250 3.680
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 4.050 4.066
PP 4.038 4.064
S1 4.027 4.063

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

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