NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 3.613 3.557 -0.056 -1.5% 3.905
High 3.631 3.658 0.027 0.7% 3.905
Low 3.543 3.556 0.013 0.4% 3.716
Close 3.553 3.610 0.057 1.6% 3.739
Range 0.088 0.102 0.014 15.9% 0.189
ATR 0.088 0.089 0.001 1.4% 0.000
Volume 6,528 5,688 -840 -12.9% 38,119
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.914 3.864 3.666
R3 3.812 3.762 3.638
R2 3.710 3.710 3.629
R1 3.660 3.660 3.619 3.685
PP 3.608 3.608 3.608 3.621
S1 3.558 3.558 3.601 3.583
S2 3.506 3.506 3.591
S3 3.404 3.456 3.582
S4 3.302 3.354 3.554
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 3.766 3.543 0.223 6.2% 0.074 2.0% 30% False False 7,427
10 3.951 3.543 0.408 11.3% 0.080 2.2% 16% False False 7,438
20 4.080 3.543 0.537 14.9% 0.089 2.5% 12% False False 6,226
40 4.303 3.543 0.760 21.1% 0.086 2.4% 9% False False 4,934
60 4.525 3.543 0.982 27.2% 0.088 2.4% 7% False False 3,852
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 0.015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.092
2.618 3.925
1.618 3.823
1.000 3.760
0.618 3.721
HIGH 3.658
0.618 3.619
0.500 3.607
0.382 3.595
LOW 3.556
0.618 3.493
1.000 3.454
1.618 3.391
2.618 3.289
4.250 3.123
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 3.609 3.609
PP 3.608 3.607
S1 3.607 3.606

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

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