NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 3.970 3.976 0.006 0.2% 3.972
High 4.005 4.088 0.083 2.1% 4.088
Low 3.932 3.976 0.044 1.1% 3.932
Close 3.953 4.080 0.127 3.2% 4.080
Range 0.073 0.112 0.039 53.4% 0.156
ATR 0.082 0.085 0.004 4.7% 0.000
Volume 927 2,523 1,596 172.2% 6,216
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.384 4.344 4.142
R3 4.272 4.232 4.111
R2 4.160 4.160 4.101
R1 4.120 4.120 4.090 4.140
PP 4.048 4.048 4.048 4.058
S1 4.008 4.008 4.070 4.028
S2 3.936 3.936 4.059
S3 3.824 3.896 4.049
S4 3.712 3.784 4.018
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.501 4.447 4.166
R3 4.345 4.291 4.123
R2 4.189 4.189 4.109
R1 4.135 4.135 4.094 4.162
PP 4.033 4.033 4.033 4.047
S1 3.979 3.979 4.066 4.006
S2 3.877 3.877 4.051
S3 3.721 3.823 4.037
S4 3.565 3.667 3.994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.088 3.932 0.156 3.8% 0.087 2.1% 95% True False 1,243
10 4.157 3.932 0.225 5.5% 0.087 2.1% 66% False False 1,687
20 4.200 3.932 0.268 6.6% 0.084 2.1% 55% False False 1,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.564
2.618 4.381
1.618 4.269
1.000 4.200
0.618 4.157
HIGH 4.088
0.618 4.045
0.500 4.032
0.382 4.019
LOW 3.976
0.618 3.907
1.000 3.864
1.618 3.795
2.618 3.683
4.250 3.500
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 4.064 4.057
PP 4.048 4.033
S1 4.032 4.010

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

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