NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 3.751 3.696 -0.055 -1.5% 3.905
High 3.766 3.711 -0.055 -1.5% 3.905
Low 3.716 3.659 -0.057 -1.5% 3.716
Close 3.739 3.665 -0.074 -2.0% 3.739
Range 0.050 0.052 0.002 4.0% 0.189
ATR 0.090 0.089 -0.001 -0.8% 0.000
Volume 6,597 9,151 2,554 38.7% 38,119
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.834 3.802 3.694
R3 3.782 3.750 3.679
R2 3.730 3.730 3.675
R1 3.698 3.698 3.670 3.688
PP 3.678 3.678 3.678 3.674
S1 3.646 3.646 3.660 3.636
S2 3.626 3.626 3.655
S3 3.574 3.594 3.651
S4 3.522 3.542 3.636
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.354 4.235 3.843
R3 4.165 4.046 3.791
R2 3.976 3.976 3.774
R1 3.857 3.857 3.756 3.822
PP 3.787 3.787 3.787 3.769
S1 3.668 3.668 3.722 3.633
S2 3.598 3.598 3.704
S3 3.409 3.479 3.687
S4 3.220 3.290 3.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.888 3.659 0.229 6.2% 0.077 2.1% 3% False True 8,647
10 4.070 3.659 0.411 11.2% 0.082 2.2% 1% False True 6,921
20 4.080 3.659 0.421 11.5% 0.088 2.4% 1% False True 5,712
40 4.342 3.659 0.683 18.6% 0.084 2.3% 1% False True 4,542
60 4.525 3.659 0.866 23.6% 0.088 2.4% 1% False True 3,541
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.932
2.618 3.847
1.618 3.795
1.000 3.763
0.618 3.743
HIGH 3.711
0.618 3.691
0.500 3.685
0.382 3.679
LOW 3.659
0.618 3.627
1.000 3.607
1.618 3.575
2.618 3.523
4.250 3.438
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 3.685 3.740
PP 3.678 3.715
S1 3.672 3.690

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

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