NYMEX Natural Gas Future July 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 4.034 4.078 0.044 1.1% 4.176
High 4.086 4.086 0.000 0.0% 4.201
Low 4.002 3.990 -0.012 -0.3% 3.977
Close 4.065 4.014 -0.051 -1.3% 4.028
Range 0.084 0.096 0.012 14.3% 0.224
ATR
Volume 498 1,525 1,027 206.2% 14,813
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.318 4.262 4.067
R3 4.222 4.166 4.040
R2 4.126 4.126 4.032
R1 4.070 4.070 4.023 4.050
PP 4.030 4.030 4.030 4.020
S1 3.974 3.974 4.005 3.954
S2 3.934 3.934 3.996
S3 3.838 3.878 3.988
S4 3.742 3.782 3.961
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.741 4.608 4.151
R3 4.517 4.384 4.090
R2 4.293 4.293 4.069
R1 4.160 4.160 4.049 4.115
PP 4.069 4.069 4.069 4.046
S1 3.936 3.936 4.007 3.891
S2 3.845 3.845 3.987
S3 3.621 3.712 3.966
S4 3.397 3.488 3.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.105 3.977 0.128 3.2% 0.082 2.0% 29% False False 1,288
10 4.201 3.977 0.224 5.6% 0.090 2.2% 17% False False 2,033
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.494
2.618 4.337
1.618 4.241
1.000 4.182
0.618 4.145
HIGH 4.086
0.618 4.049
0.500 4.038
0.382 4.027
LOW 3.990
0.618 3.931
1.000 3.894
1.618 3.835
2.618 3.739
4.250 3.582
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 4.038 4.037
PP 4.030 4.029
S1 4.022 4.022

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

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