NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 3.557 3.495 -0.062 -1.7% 3.871
High 3.587 3.621 0.034 0.9% 3.871
Low 3.494 3.495 0.001 0.0% 3.673
Close 3.507 3.566 0.059 1.7% 3.698
Range 0.093 0.126 0.033 35.5% 0.198
ATR 0.093 0.095 0.002 2.6% 0.000
Volume 30,091 23,340 -6,751 -22.4% 93,489
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.939 3.878 3.635
R3 3.813 3.752 3.601
R2 3.687 3.687 3.589
R1 3.626 3.626 3.578 3.657
PP 3.561 3.561 3.561 3.576
S1 3.500 3.500 3.554 3.531
S2 3.435 3.435 3.543
S3 3.309 3.374 3.531
S4 3.183 3.248 3.497
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.341 4.218 3.807
R3 4.143 4.020 3.752
R2 3.945 3.945 3.734
R1 3.822 3.822 3.716 3.785
PP 3.747 3.747 3.747 3.729
S1 3.624 3.624 3.680 3.587
S2 3.549 3.549 3.662
S3 3.351 3.426 3.644
S4 3.153 3.228 3.589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.744 3.494 0.250 7.0% 0.085 2.4% 29% False False 23,445
10 3.924 3.494 0.430 12.1% 0.090 2.5% 17% False False 21,570
20 4.052 3.494 0.558 15.6% 0.094 2.6% 13% False False 20,823
40 4.270 3.494 0.776 21.8% 0.091 2.5% 9% False False 18,837
60 4.500 3.494 1.006 28.2% 0.093 2.6% 7% False False 16,622
80 4.605 3.494 1.111 31.2% 0.091 2.6% 6% False False 14,727
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 0.017
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.157
2.618 3.951
1.618 3.825
1.000 3.747
0.618 3.699
HIGH 3.621
0.618 3.573
0.500 3.558
0.382 3.543
LOW 3.495
0.618 3.417
1.000 3.369
1.618 3.291
2.618 3.165
4.250 2.960
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 3.563 3.564
PP 3.561 3.561
S1 3.558 3.559

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

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