NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 3.627 3.525 -0.102 -2.8% 3.696
High 3.633 3.665 0.032 0.9% 3.711
Low 3.552 3.525 -0.027 -0.8% 3.543
Close 3.572 3.648 0.076 2.1% 3.572
Range 0.081 0.140 0.059 72.8% 0.168
ATR 0.089 0.092 0.004 4.1% 0.000
Volume 7,192 7,976 784 10.9% 37,734
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.033 3.980 3.725
R3 3.893 3.840 3.687
R2 3.753 3.753 3.674
R1 3.700 3.700 3.661 3.727
PP 3.613 3.613 3.613 3.626
S1 3.560 3.560 3.635 3.587
S2 3.473 3.473 3.622
S3 3.333 3.420 3.610
S4 3.193 3.280 3.571
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 3.669 3.525 0.144 3.9% 0.097 2.7% 85% False True 7,311
10 3.888 3.525 0.363 10.0% 0.087 2.4% 34% False True 7,979
20 4.080 3.525 0.555 15.2% 0.093 2.6% 22% False True 6,438
40 4.303 3.525 0.778 21.3% 0.088 2.4% 16% False True 5,133
60 4.525 3.525 1.000 27.4% 0.089 2.4% 12% False True 4,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.260
2.618 4.032
1.618 3.892
1.000 3.805
0.618 3.752
HIGH 3.665
0.618 3.612
0.500 3.595
0.382 3.578
LOW 3.525
0.618 3.438
1.000 3.385
1.618 3.298
2.618 3.158
4.250 2.930
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 3.630 3.630
PP 3.613 3.613
S1 3.595 3.595

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

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