NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 3.966 4.032 0.066 1.7% 4.150
High 4.043 4.042 -0.001 0.0% 4.157
Low 3.957 3.948 -0.009 -0.2% 3.937
Close 4.020 3.968 -0.052 -1.3% 3.983
Range 0.086 0.094 0.008 9.3% 0.220
ATR 0.081 0.082 0.001 1.1% 0.000
Volume 542 1,090 548 101.1% 10,661
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.268 4.212 4.020
R3 4.174 4.118 3.994
R2 4.080 4.080 3.985
R1 4.024 4.024 3.977 4.005
PP 3.986 3.986 3.986 3.977
S1 3.930 3.930 3.959 3.911
S2 3.892 3.892 3.951
S3 3.798 3.836 3.942
S4 3.704 3.742 3.916
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 4.058 3.937 0.121 3.0% 0.081 2.0% 26% False False 1,316
10 4.157 3.937 0.220 5.5% 0.090 2.3% 14% False False 1,591
20 4.274 3.937 0.337 8.5% 0.084 2.1% 9% False False 1,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.442
2.618 4.288
1.618 4.194
1.000 4.136
0.618 4.100
HIGH 4.042
0.618 4.006
0.500 3.995
0.382 3.984
LOW 3.948
0.618 3.890
1.000 3.854
1.618 3.796
2.618 3.702
4.250 3.549
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 3.995 3.994
PP 3.986 3.985
S1 3.977 3.977

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

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