NYMEX Natural Gas Future October 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 3.189 3.020 -0.169 -5.3% 2.764
High 3.210 3.165 -0.045 -1.4% 3.210
Low 2.985 3.012 0.027 0.9% 2.745
Close 3.060 3.147 0.087 2.8% 3.147
Range 0.225 0.153 -0.072 -32.0% 0.465
ATR
Volume 29,961 22,750 -7,211 -24.1% 158,739
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.567 3.510 3.231
R3 3.414 3.357 3.189
R2 3.261 3.261 3.175
R1 3.204 3.204 3.161 3.233
PP 3.108 3.108 3.108 3.122
S1 3.051 3.051 3.133 3.080
S2 2.955 2.955 3.119
S3 2.802 2.898 3.105
S4 2.649 2.745 3.063
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.429 4.253 3.403
R3 3.964 3.788 3.275
R2 3.499 3.499 3.232
R1 3.323 3.323 3.190 3.411
PP 3.034 3.034 3.034 3.078
S1 2.858 2.858 3.104 2.946
S2 2.569 2.569 3.062
S3 2.104 2.393 3.019
S4 1.639 1.928 2.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.210 2.745 0.465 14.8% 0.199 6.3% 86% False False 31,747
10 3.210 2.714 0.496 15.8% 0.156 5.0% 87% False False 27,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 3.815
2.618 3.566
1.618 3.413
1.000 3.318
0.618 3.260
HIGH 3.165
0.618 3.107
0.500 3.089
0.382 3.070
LOW 3.012
0.618 2.917
1.000 2.859
1.618 2.764
2.618 2.611
4.250 2.362
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 3.128 3.131
PP 3.108 3.114
S1 3.089 3.098

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

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