NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 3.495 3.578 0.083 2.4% 3.661
High 3.621 3.604 -0.017 -0.5% 3.669
Low 3.495 3.500 0.005 0.1% 3.494
Close 3.566 3.527 -0.039 -1.1% 3.527
Range 0.126 0.104 -0.022 -17.5% 0.175
ATR 0.095 0.096 0.001 0.7% 0.000
Volume 23,340 26,418 3,078 13.2% 124,049
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.856 3.795 3.584
R3 3.752 3.691 3.556
R2 3.648 3.648 3.546
R1 3.587 3.587 3.537 3.566
PP 3.544 3.544 3.544 3.533
S1 3.483 3.483 3.517 3.462
S2 3.440 3.440 3.508
S3 3.336 3.379 3.498
S4 3.232 3.275 3.470
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.088 3.983 3.623
R3 3.913 3.808 3.575
R2 3.738 3.738 3.559
R1 3.633 3.633 3.543 3.598
PP 3.563 3.563 3.563 3.546
S1 3.458 3.458 3.511 3.423
S2 3.388 3.388 3.495
S3 3.213 3.283 3.479
S4 3.038 3.108 3.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.669 3.494 0.175 5.0% 0.092 2.6% 19% False False 24,809
10 3.871 3.494 0.377 10.7% 0.094 2.7% 9% False False 21,753
20 4.052 3.494 0.558 15.8% 0.096 2.7% 6% False False 20,517
40 4.270 3.494 0.776 22.0% 0.092 2.6% 4% False False 19,086
60 4.500 3.494 1.006 28.5% 0.093 2.6% 3% False False 16,934
80 4.538 3.494 1.044 29.6% 0.091 2.6% 3% False False 15,005
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.046
2.618 3.876
1.618 3.772
1.000 3.708
0.618 3.668
HIGH 3.604
0.618 3.564
0.500 3.552
0.382 3.540
LOW 3.500
0.618 3.436
1.000 3.396
1.618 3.332
2.618 3.228
4.250 3.058
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 3.552 3.558
PP 3.544 3.547
S1 3.535 3.537

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

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