NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 3.525 3.647 0.122 3.5% 3.696
High 3.665 3.686 0.021 0.6% 3.711
Low 3.525 3.620 0.095 2.7% 3.543
Close 3.648 3.653 0.005 0.1% 3.572
Range 0.140 0.066 -0.074 -52.9% 0.168
ATR 0.092 0.090 -0.002 -2.0% 0.000
Volume 7,976 7,032 -944 -11.8% 37,734
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.851 3.818 3.689
R3 3.785 3.752 3.671
R2 3.719 3.719 3.665
R1 3.686 3.686 3.659 3.703
PP 3.653 3.653 3.653 3.661
S1 3.620 3.620 3.647 3.637
S2 3.587 3.587 3.641
S3 3.521 3.554 3.635
S4 3.455 3.488 3.617
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 3.686 3.525 0.161 4.4% 0.095 2.6% 80% True False 6,883
10 3.880 3.525 0.355 9.7% 0.084 2.3% 36% False False 7,752
20 4.080 3.525 0.555 15.2% 0.092 2.5% 23% False False 6,707
40 4.244 3.525 0.719 19.7% 0.088 2.4% 18% False False 5,265
60 4.525 3.525 1.000 27.4% 0.088 2.4% 13% False False 4,182
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.967
2.618 3.859
1.618 3.793
1.000 3.752
0.618 3.727
HIGH 3.686
0.618 3.661
0.500 3.653
0.382 3.645
LOW 3.620
0.618 3.579
1.000 3.554
1.618 3.513
2.618 3.447
4.250 3.340
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 3.653 3.637
PP 3.653 3.621
S1 3.653 3.606

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

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