NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 4.150 4.090 -0.060 -1.4% 4.028
High 4.157 4.097 -0.060 -1.4% 4.146
Low 4.037 3.982 -0.055 -1.4% 3.967
Close 4.086 3.984 -0.102 -2.5% 4.126
Range 0.120 0.115 -0.005 -4.2% 0.179
ATR 0.083 0.086 0.002 2.7% 0.000
Volume 2,226 2,941 715 32.1% 7,076
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.366 4.290 4.047
R3 4.251 4.175 4.016
R2 4.136 4.136 4.005
R1 4.060 4.060 3.995 4.041
PP 4.021 4.021 4.021 4.011
S1 3.945 3.945 3.973 3.926
S2 3.906 3.906 3.963
S3 3.791 3.830 3.952
S4 3.676 3.715 3.921
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 4.8% 0.104 2.6% 9% False False 1,896
10 4.182 3.967 0.215 5.4% 0.092 2.3% 8% False False 1,730
20 4.344 3.967 0.377 9.5% 0.081 2.0% 5% False False 1,653
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.586
2.618 4.398
1.618 4.283
1.000 4.212
0.618 4.168
HIGH 4.097
0.618 4.053
0.500 4.040
0.382 4.026
LOW 3.982
0.618 3.911
1.000 3.867
1.618 3.796
2.618 3.681
4.250 3.493
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 4.040 4.070
PP 4.021 4.041
S1 4.003 4.013

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

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