NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 4.013 4.150 0.137 3.4% 4.028
High 4.146 4.157 0.011 0.3% 4.146
Low 3.990 4.037 0.047 1.2% 3.967
Close 4.126 4.086 -0.040 -1.0% 4.126
Range 0.156 0.120 -0.036 -23.1% 0.179
ATR 0.081 0.083 0.003 3.5% 0.000
Volume 1,434 2,226 792 55.2% 7,076
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.453 4.390 4.152
R3 4.333 4.270 4.119
R2 4.213 4.213 4.108
R1 4.150 4.150 4.097 4.122
PP 4.093 4.093 4.093 4.079
S1 4.030 4.030 4.075 4.002
S2 3.973 3.973 4.064
S3 3.853 3.910 4.053
S4 3.733 3.790 4.020
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 4.157 3.967 0.190 4.7% 0.096 2.3% 63% True False 1,500
10 4.182 3.967 0.215 5.3% 0.085 2.1% 55% False False 1,587
20 4.384 3.967 0.417 10.2% 0.078 1.9% 29% False False 1,531
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 True
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.471
1.618 4.351
1.000 4.277
0.618 4.231
HIGH 4.157
0.618 4.111
0.500 4.097
0.382 4.083
LOW 4.037
0.618 3.963
1.000 3.917
1.618 3.843
2.618 3.723
4.250 3.527
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 4.097 4.078
PP 4.093 4.070
S1 4.090 4.062

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

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