NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 4.059 4.052 -0.007 -0.2% 3.939
High 4.080 4.070 -0.010 -0.2% 4.070
Low 3.983 3.922 -0.061 -1.5% 3.871
Close 4.060 3.936 -0.124 -3.1% 4.042
Range 0.097 0.148 0.051 52.6% 0.199
ATR 0.093 0.097 0.004 4.2% 0.000
Volume 9,995 4,088 -5,907 -59.1% 15,878
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.420 4.326 4.017
R3 4.272 4.178 3.977
R2 4.124 4.124 3.963
R1 4.030 4.030 3.950 4.003
PP 3.976 3.976 3.976 3.963
S1 3.882 3.882 3.922 3.855
S2 3.828 3.828 3.909
S3 3.680 3.734 3.895
S4 3.532 3.586 3.855
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.591 4.516 4.151
R3 4.392 4.317 4.097
R2 4.193 4.193 4.078
R1 4.118 4.118 4.060 4.156
PP 3.994 3.994 3.994 4.013
S1 3.919 3.919 4.024 3.957
S2 3.795 3.795 4.006
S3 3.596 3.720 3.987
S4 3.397 3.521 3.933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.080 3.871 0.209 5.3% 0.124 3.2% 31% False False 5,087
10 4.080 3.871 0.209 5.3% 0.098 2.5% 31% False False 4,448
20 4.144 3.871 0.273 6.9% 0.094 2.4% 24% False False 4,278
40 4.440 3.871 0.569 14.5% 0.086 2.2% 11% False False 3,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.699
2.618 4.457
1.618 4.309
1.000 4.218
0.618 4.161
HIGH 4.070
0.618 4.013
0.500 3.996
0.382 3.979
LOW 3.922
0.618 3.831
1.000 3.774
1.618 3.683
2.618 3.535
4.250 3.293
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 3.996 3.976
PP 3.976 3.962
S1 3.956 3.949

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

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