NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 3.696 3.630 -0.066 -1.8% 3.905
High 3.711 3.669 -0.042 -1.1% 3.905
Low 3.659 3.593 -0.066 -1.8% 3.716
Close 3.665 3.607 -0.058 -1.6% 3.739
Range 0.052 0.076 0.024 46.2% 0.189
ATR 0.089 0.088 -0.001 -1.0% 0.000
Volume 9,151 9,175 24 0.3% 38,119
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.851 3.805 3.649
R3 3.775 3.729 3.628
R2 3.699 3.699 3.621
R1 3.653 3.653 3.614 3.638
PP 3.623 3.623 3.623 3.616
S1 3.577 3.577 3.600 3.562
S2 3.547 3.547 3.593
S3 3.471 3.501 3.586
S4 3.395 3.425 3.565
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 3.880 3.593 0.287 8.0% 0.073 2.0% 5% False True 8,622
10 3.978 3.593 0.385 10.7% 0.075 2.1% 4% False True 7,430
20 4.080 3.593 0.487 13.5% 0.086 2.4% 3% False True 5,939
40 4.303 3.593 0.710 19.7% 0.084 2.3% 2% False True 4,748
60 4.525 3.593 0.932 25.8% 0.088 2.4% 2% False True 3,686
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.992
2.618 3.868
1.618 3.792
1.000 3.745
0.618 3.716
HIGH 3.669
0.618 3.640
0.500 3.631
0.382 3.622
LOW 3.593
0.618 3.546
1.000 3.517
1.618 3.470
2.618 3.394
4.250 3.270
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 3.631 3.680
PP 3.623 3.655
S1 3.615 3.631

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

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