NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 4.090 3.984 -0.106 -2.6% 4.028
High 4.097 4.028 -0.069 -1.7% 4.146
Low 3.982 3.984 0.002 0.1% 3.967
Close 3.984 4.005 0.021 0.5% 4.126
Range 0.115 0.044 -0.071 -61.7% 0.179
ATR 0.086 0.083 -0.003 -3.5% 0.000
Volume 2,941 1,677 -1,264 -43.0% 7,076
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.138 4.115 4.029
R3 4.094 4.071 4.017
R2 4.050 4.050 4.013
R1 4.027 4.027 4.009 4.039
PP 4.006 4.006 4.006 4.011
S1 3.983 3.983 4.001 3.995
S2 3.962 3.962 3.997
S3 3.918 3.939 3.993
S4 3.874 3.895 3.981
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% 0.099 2.5% 20% False False 1,867
10 4.157 3.967 0.190 4.7% 0.087 2.2% 20% False False 1,716
20 4.344 3.967 0.377 9.4% 0.080 2.0% 10% False False 1,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.215
2.618 4.143
1.618 4.099
1.000 4.072
0.618 4.055
HIGH 4.028
0.618 4.011
0.500 4.006
0.382 4.001
LOW 3.984
0.618 3.957
1.000 3.940
1.618 3.913
2.618 3.869
4.250 3.797
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 4.006 4.070
PP 4.006 4.048
S1 4.005 4.027

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

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