NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 4.012 4.002 -0.010 -0.2% 4.150
High 4.058 4.003 -0.055 -1.4% 4.157
Low 3.970 3.937 -0.033 -0.8% 3.937
Close 4.004 3.983 -0.021 -0.5% 3.983
Range 0.088 0.066 -0.022 -25.0% 0.220
ATR 0.083 0.082 -0.001 -1.4% 0.000
Volume 931 2,886 1,955 210.0% 10,661
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.172 4.144 4.019
R3 4.106 4.078 4.001
R2 4.040 4.040 3.995
R1 4.012 4.012 3.989 3.993
PP 3.974 3.974 3.974 3.965
S1 3.946 3.946 3.977 3.927
S2 3.908 3.908 3.971
S3 3.842 3.880 3.965
S4 3.776 3.814 3.947
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.686 4.554 4.104
R3 4.466 4.334 4.044
R2 4.246 4.246 4.023
R1 4.114 4.114 4.003 4.070
PP 4.026 4.026 4.026 4.004
S1 3.894 3.894 3.963 3.850
S2 3.806 3.806 3.943
S3 3.586 3.674 3.923
S4 3.366 3.454 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.157 3.937 0.220 5.5% 0.087 2.2% 21% False True 2,132
10 4.157 3.937 0.220 5.5% 0.086 2.1% 21% False True 1,773
20 4.344 3.937 0.407 10.2% 0.083 2.1% 11% False True 1,634
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.284
2.618 4.176
1.618 4.110
1.000 4.069
0.618 4.044
HIGH 4.003
0.618 3.978
0.500 3.970
0.382 3.962
LOW 3.937
0.618 3.896
1.000 3.871
1.618 3.830
2.618 3.764
4.250 3.657
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 3.979 3.998
PP 3.974 3.993
S1 3.970 3.988

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

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