NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 3.935 3.934 -0.001 0.0% 4.059
High 3.978 3.951 -0.027 -0.7% 4.080
Low 3.896 3.896 0.000 0.0% 3.886
Close 3.913 3.905 -0.008 -0.2% 3.905
Range 0.082 0.055 -0.027 -32.9% 0.194
ATR 0.093 0.091 -0.003 -2.9% 0.000
Volume 3,878 5,720 1,842 47.5% 31,938
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.082 4.049 3.935
R3 4.027 3.994 3.920
R2 3.972 3.972 3.915
R1 3.939 3.939 3.910 3.928
PP 3.917 3.917 3.917 3.912
S1 3.884 3.884 3.900 3.873
S2 3.862 3.862 3.895
S3 3.807 3.829 3.890
S4 3.752 3.774 3.875
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.539 4.416 4.012
R3 4.345 4.222 3.958
R2 4.151 4.151 3.941
R1 4.028 4.028 3.923 3.993
PP 3.957 3.957 3.957 3.939
S1 3.834 3.834 3.887 3.799
S2 3.763 3.763 3.869
S3 3.569 3.640 3.852
S4 3.375 3.446 3.798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.080 3.886 0.194 5.0% 0.087 2.2% 10% False False 6,387
10 4.080 3.871 0.209 5.4% 0.097 2.5% 16% False False 4,781
20 4.121 3.871 0.250 6.4% 0.092 2.3% 14% False False 4,600
40 4.440 3.871 0.569 14.6% 0.085 2.2% 6% False False 3,630
60 4.527 3.871 0.656 16.8% 0.086 2.2% 5% False False 2,896
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.185
2.618 4.095
1.618 4.040
1.000 4.006
0.618 3.985
HIGH 3.951
0.618 3.930
0.500 3.924
0.382 3.917
LOW 3.896
0.618 3.862
1.000 3.841
1.618 3.807
2.618 3.752
4.250 3.662
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 3.924 3.932
PP 3.917 3.923
S1 3.911 3.914

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

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