NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 3.934 3.905 -0.029 -0.7% 4.059
High 3.951 3.905 -0.046 -1.2% 4.080
Low 3.896 3.805 -0.091 -2.3% 3.886
Close 3.905 3.830 -0.075 -1.9% 3.905
Range 0.055 0.100 0.045 81.8% 0.194
ATR 0.091 0.091 0.001 0.7% 0.000
Volume 5,720 4,031 -1,689 -29.5% 31,938
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.147 4.088 3.885
R3 4.047 3.988 3.858
R2 3.947 3.947 3.848
R1 3.888 3.888 3.839 3.868
PP 3.847 3.847 3.847 3.836
S1 3.788 3.788 3.821 3.768
S2 3.747 3.747 3.812
S3 3.647 3.688 3.803
S4 3.547 3.588 3.775
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 4.070 3.805 0.265 6.9% 0.087 2.3% 9% False True 5,194
10 4.080 3.805 0.275 7.2% 0.100 2.6% 9% False True 4,897
20 4.121 3.805 0.316 8.3% 0.093 2.4% 8% False True 4,620
40 4.440 3.805 0.635 16.6% 0.085 2.2% 4% False True 3,701
60 4.525 3.805 0.720 18.8% 0.087 2.3% 3% False True 2,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.330
2.618 4.167
1.618 4.067
1.000 4.005
0.618 3.967
HIGH 3.905
0.618 3.867
0.500 3.855
0.382 3.843
LOW 3.805
0.618 3.743
1.000 3.705
1.618 3.643
2.618 3.543
4.250 3.380
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 3.855 3.892
PP 3.847 3.871
S1 3.838 3.851

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

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