NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 3.630 3.613 -0.017 -0.5% 3.905
High 3.669 3.631 -0.038 -1.0% 3.905
Low 3.593 3.543 -0.050 -1.4% 3.716
Close 3.607 3.553 -0.054 -1.5% 3.739
Range 0.076 0.088 0.012 15.8% 0.189
ATR 0.088 0.088 0.000 0.0% 0.000
Volume 9,175 6,528 -2,647 -28.9% 38,119
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.840 3.784 3.601
R3 3.752 3.696 3.577
R2 3.664 3.664 3.569
R1 3.608 3.608 3.561 3.592
PP 3.576 3.576 3.576 3.568
S1 3.520 3.520 3.545 3.504
S2 3.488 3.488 3.537
S3 3.400 3.432 3.529
S4 3.312 3.344 3.505
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 3.821 3.543 0.278 7.8% 0.069 2.0% 4% False True 7,925
10 3.978 3.543 0.435 12.2% 0.078 2.2% 2% False True 7,257
20 4.080 3.543 0.537 15.1% 0.088 2.5% 2% False True 6,097
40 4.303 3.543 0.760 21.4% 0.085 2.4% 1% False True 4,844
60 4.525 3.543 0.982 27.6% 0.087 2.5% 1% False True 3,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.005
2.618 3.861
1.618 3.773
1.000 3.719
0.618 3.685
HIGH 3.631
0.618 3.597
0.500 3.587
0.382 3.577
LOW 3.543
0.618 3.489
1.000 3.455
1.618 3.401
2.618 3.313
4.250 3.169
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 3.587 3.627
PP 3.576 3.602
S1 3.564 3.578

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

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