NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 3.920 3.935 0.015 0.4% 3.939
High 3.938 3.978 0.040 1.0% 4.070
Low 3.886 3.896 0.010 0.3% 3.871
Close 3.897 3.913 0.016 0.4% 4.042
Range 0.052 0.082 0.030 57.7% 0.199
ATR 0.094 0.093 -0.001 -0.9% 0.000
Volume 8,257 3,878 -4,379 -53.0% 15,878
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.175 4.126 3.958
R3 4.093 4.044 3.936
R2 4.011 4.011 3.928
R1 3.962 3.962 3.921 3.946
PP 3.929 3.929 3.929 3.921
S1 3.880 3.880 3.905 3.864
S2 3.847 3.847 3.898
S3 3.765 3.798 3.890
S4 3.683 3.716 3.868
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% 0.116 3.0% 20% False False 6,272
10 4.080 3.871 0.209 5.3% 0.098 2.5% 20% False False 5,015
20 4.121 3.871 0.250 6.4% 0.092 2.4% 17% False False 4,516
40 4.440 3.871 0.569 14.5% 0.085 2.2% 7% False False 3,520
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.327
2.618 4.193
1.618 4.111
1.000 4.060
0.618 4.029
HIGH 3.978
0.618 3.947
0.500 3.937
0.382 3.927
LOW 3.896
0.618 3.845
1.000 3.814
1.618 3.763
2.618 3.681
4.250 3.548
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 3.937 3.978
PP 3.929 3.956
S1 3.921 3.935

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

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