NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 3.557 3.627 0.070 2.0% 3.696
High 3.658 3.633 -0.025 -0.7% 3.711
Low 3.556 3.552 -0.004 -0.1% 3.543
Close 3.610 3.572 -0.038 -1.1% 3.572
Range 0.102 0.081 -0.021 -20.6% 0.168
ATR 0.089 0.089 -0.001 -0.7% 0.000
Volume 5,688 7,192 1,504 26.4% 37,734
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.829 3.781 3.617
R3 3.748 3.700 3.594
R2 3.667 3.667 3.587
R1 3.619 3.619 3.579 3.603
PP 3.586 3.586 3.586 3.577
S1 3.538 3.538 3.565 3.522
S2 3.505 3.505 3.557
S3 3.424 3.457 3.550
S4 3.343 3.376 3.527
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.113 4.010 3.664
R3 3.945 3.842 3.618
R2 3.777 3.777 3.603
R1 3.674 3.674 3.587 3.642
PP 3.609 3.609 3.609 3.592
S1 3.506 3.506 3.557 3.474
S2 3.441 3.441 3.541
S3 3.273 3.338 3.526
S4 3.105 3.170 3.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.711 3.543 0.168 4.7% 0.080 2.2% 17% False False 7,546
10 3.905 3.543 0.362 10.1% 0.083 2.3% 8% False False 7,585
20 4.080 3.543 0.537 15.0% 0.090 2.5% 5% False False 6,183
40 4.303 3.543 0.760 21.3% 0.087 2.4% 4% False False 4,983
60 4.525 3.543 0.982 27.5% 0.087 2.4% 3% False False 3,957
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.977
2.618 3.845
1.618 3.764
1.000 3.714
0.618 3.683
HIGH 3.633
0.618 3.602
0.500 3.593
0.382 3.583
LOW 3.552
0.618 3.502
1.000 3.471
1.618 3.421
2.618 3.340
4.250 3.208
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 3.593 3.601
PP 3.586 3.591
S1 3.579 3.582

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

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