NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 4.078 4.010 -0.068 -1.7% 4.176
High 4.086 4.051 -0.035 -0.9% 4.201
Low 3.990 3.979 -0.011 -0.3% 3.977
Close 4.014 4.000 -0.014 -0.3% 4.028
Range 0.096 0.072 -0.024 -25.0% 0.224
ATR
Volume 1,525 1,177 -348 -22.8% 14,813
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.226 4.185 4.040
R3 4.154 4.113 4.020
R2 4.082 4.082 4.013
R1 4.041 4.041 4.007 4.026
PP 4.010 4.010 4.010 4.002
S1 3.969 3.969 3.993 3.954
S2 3.938 3.938 3.987
S3 3.866 3.897 3.980
S4 3.794 3.825 3.960
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 4.086 3.977 0.109 2.7% 0.079 2.0% 21% False False 1,377
10 4.201 3.977 0.224 5.6% 0.091 2.3% 10% False False 2,037
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.357
2.618 4.239
1.618 4.167
1.000 4.123
0.618 4.095
HIGH 4.051
0.618 4.023
0.500 4.015
0.382 4.007
LOW 3.979
0.618 3.935
1.000 3.907
1.618 3.863
2.618 3.791
4.250 3.673
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 4.015 4.033
PP 4.010 4.022
S1 4.005 4.011

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

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