NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 3.529 3.608 0.079 2.2% 3.661
High 3.624 3.645 0.021 0.6% 3.669
Low 3.493 3.562 0.069 2.0% 3.494
Close 3.604 3.607 0.003 0.1% 3.527
Range 0.131 0.083 -0.048 -36.6% 0.175
ATR 0.098 0.097 -0.001 -1.1% 0.000
Volume 27,239 31,092 3,853 14.1% 124,049
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.854 3.813 3.653
R3 3.771 3.730 3.630
R2 3.688 3.688 3.622
R1 3.647 3.647 3.615 3.626
PP 3.605 3.605 3.605 3.594
S1 3.564 3.564 3.599 3.543
S2 3.522 3.522 3.592
S3 3.439 3.481 3.584
S4 3.356 3.398 3.561
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 3.645 3.493 0.152 4.2% 0.107 3.0% 75% True False 27,636
10 3.846 3.493 0.353 9.8% 0.094 2.6% 32% False False 24,133
20 4.052 3.493 0.559 15.5% 0.098 2.7% 20% False False 22,122
40 4.211 3.493 0.718 19.9% 0.093 2.6% 16% False False 20,088
60 4.500 3.493 1.007 27.9% 0.094 2.6% 11% False False 17,625
80 4.538 3.493 1.045 29.0% 0.092 2.6% 11% False False 15,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3.998
2.618 3.862
1.618 3.779
1.000 3.728
0.618 3.696
HIGH 3.645
0.618 3.613
0.500 3.604
0.382 3.594
LOW 3.562
0.618 3.511
1.000 3.479
1.618 3.428
2.618 3.345
4.250 3.209
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 3.606 3.594
PP 3.605 3.582
S1 3.604 3.569

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

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