NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 3.713 3.774 0.061 1.6% 3.525
High 3.766 3.804 0.038 1.0% 3.766
Low 3.713 3.638 -0.075 -2.0% 3.525
Close 3.764 3.642 -0.122 -3.2% 3.764
Range 0.053 0.166 0.113 213.2% 0.241
ATR 0.092 0.097 0.005 5.8% 0.000
Volume 7,145 1,782 -5,363 -75.1% 27,753
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.193 4.083 3.733
R3 4.027 3.917 3.688
R2 3.861 3.861 3.672
R1 3.751 3.751 3.657 3.723
PP 3.695 3.695 3.695 3.681
S1 3.585 3.585 3.627 3.557
S2 3.529 3.529 3.612
S3 3.363 3.419 3.596
S4 3.197 3.253 3.551
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.408 4.327 3.897
R3 4.167 4.086 3.830
R2 3.926 3.926 3.808
R1 3.845 3.845 3.786 3.886
PP 3.685 3.685 3.685 3.705
S1 3.604 3.604 3.742 3.645
S2 3.444 3.444 3.720
S3 3.203 3.363 3.698
S4 2.962 3.122 3.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.804 3.525 0.279 7.7% 0.113 3.1% 42% True False 5,907
10 3.804 3.525 0.279 7.7% 0.097 2.7% 42% True False 6,726
20 4.080 3.525 0.555 15.2% 0.092 2.5% 21% False False 6,866
40 4.160 3.525 0.635 17.4% 0.090 2.5% 18% False False 5,352
60 4.456 3.525 0.931 25.6% 0.088 2.4% 13% False False 4,330
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 0.016
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4.510
2.618 4.239
1.618 4.073
1.000 3.970
0.618 3.907
HIGH 3.804
0.618 3.741
0.500 3.721
0.382 3.701
LOW 3.638
0.618 3.535
1.000 3.472
1.618 3.369
2.618 3.203
4.250 2.933
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 3.721 3.695
PP 3.695 3.677
S1 3.668 3.660

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

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