NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 4.000 4.013 0.013 0.3% 4.028
High 4.025 4.146 0.121 3.0% 4.146
Low 3.967 3.990 0.023 0.6% 3.967
Close 4.018 4.126 0.108 2.7% 4.126
Range 0.058 0.156 0.098 169.0% 0.179
ATR 0.075 0.081 0.006 7.8% 0.000
Volume 1,057 1,434 377 35.7% 7,076
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.555 4.497 4.212
R3 4.399 4.341 4.169
R2 4.243 4.243 4.155
R1 4.185 4.185 4.140 4.214
PP 4.087 4.087 4.087 4.102
S1 4.029 4.029 4.112 4.058
S2 3.931 3.931 4.097
S3 3.775 3.873 4.083
S4 3.619 3.717 4.040
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.617 4.550 4.224
R3 4.438 4.371 4.175
R2 4.259 4.259 4.159
R1 4.192 4.192 4.142 4.226
PP 4.080 4.080 4.080 4.096
S1 4.013 4.013 4.110 4.047
S2 3.901 3.901 4.093
S3 3.722 3.834 4.077
S4 3.543 3.655 4.028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.146 3.967 0.179 4.3% 0.084 2.0% 89% True False 1,415
10 4.200 3.967 0.233 5.6% 0.081 2.0% 68% False False 1,645
20 4.384 3.967 0.417 10.1% 0.075 1.8% 38% False False 1,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4.809
2.618 4.554
1.618 4.398
1.000 4.302
0.618 4.242
HIGH 4.146
0.618 4.086
0.500 4.068
0.382 4.050
LOW 3.990
0.618 3.894
1.000 3.834
1.618 3.738
2.618 3.582
4.250 3.327
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 4.107 4.103
PP 4.087 4.080
S1 4.068 4.057

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

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