NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 3.984 4.012 0.028 0.7% 4.028
High 4.028 4.058 0.030 0.7% 4.146
Low 3.984 3.970 -0.014 -0.4% 3.967
Close 4.005 4.004 -0.001 0.0% 4.126
Range 0.044 0.088 0.044 100.0% 0.179
ATR 0.083 0.083 0.000 0.5% 0.000
Volume 1,677 931 -746 -44.5% 7,076
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.275 4.227 4.052
R3 4.187 4.139 4.028
R2 4.099 4.099 4.020
R1 4.051 4.051 4.012 4.031
PP 4.011 4.011 4.011 4.001
S1 3.963 3.963 3.996 3.943
S2 3.923 3.923 3.988
S3 3.835 3.875 3.980
S4 3.747 3.787 3.956
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 3.970 0.187 4.7% 0.105 2.6% 18% False True 1,841
10 4.157 3.967 0.190 4.7% 0.089 2.2% 19% False False 1,661
20 4.344 3.967 0.377 9.4% 0.081 2.0% 10% False False 1,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.432
2.618 4.288
1.618 4.200
1.000 4.146
0.618 4.112
HIGH 4.058
0.618 4.024
0.500 4.014
0.382 4.004
LOW 3.970
0.618 3.916
1.000 3.882
1.618 3.828
2.618 3.740
4.250 3.596
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 4.014 4.034
PP 4.011 4.024
S1 4.007 4.014

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

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