NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 3.711 3.676 -0.035 -0.9% 3.525
High 3.722 3.777 0.055 1.5% 3.766
Low 3.646 3.658 0.012 0.3% 3.525
Close 3.658 3.746 0.088 2.4% 3.764
Range 0.076 0.119 0.043 56.6% 0.241
ATR 0.095 0.097 0.002 1.8% 0.000
Volume 8,270 8,670 400 4.8% 27,753
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.084 4.034 3.811
R3 3.965 3.915 3.779
R2 3.846 3.846 3.768
R1 3.796 3.796 3.757 3.821
PP 3.727 3.727 3.727 3.740
S1 3.677 3.677 3.735 3.702
S2 3.608 3.608 3.724
S3 3.489 3.558 3.713
S4 3.370 3.439 3.681
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 3.635 0.169 4.5% 0.101 2.7% 66% False False 6,386
10 3.804 3.525 0.279 7.4% 0.104 2.8% 79% False False 6,542
20 3.978 3.525 0.453 12.1% 0.091 2.4% 49% False False 6,899
40 4.121 3.525 0.596 15.9% 0.092 2.4% 37% False False 5,739
60 4.440 3.525 0.915 24.4% 0.087 2.3% 24% False False 4,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.283
2.618 4.089
1.618 3.970
1.000 3.896
0.618 3.851
HIGH 3.777
0.618 3.732
0.500 3.718
0.382 3.703
LOW 3.658
0.618 3.584
1.000 3.539
1.618 3.465
2.618 3.346
4.250 3.152
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 3.737 3.733
PP 3.727 3.719
S1 3.718 3.706

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

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