NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 4.118 3.967 -0.151 -3.7% 3.972
High 4.118 3.979 -0.139 -3.4% 4.088
Low 3.965 3.928 -0.037 -0.9% 3.932
Close 3.979 3.939 -0.040 -1.0% 4.080
Range 0.153 0.051 -0.102 -66.7% 0.156
ATR 0.091 0.088 -0.003 -3.1% 0.000
Volume 2,495 2,351 -144 -5.8% 6,216
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.102 4.071 3.967
R3 4.051 4.020 3.953
R2 4.000 4.000 3.948
R1 3.969 3.969 3.944 3.959
PP 3.949 3.949 3.949 3.944
S1 3.918 3.918 3.934 3.908
S2 3.898 3.898 3.930
S3 3.847 3.867 3.925
S4 3.796 3.816 3.911
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 4.501 4.447 4.166
R3 4.345 4.291 4.123
R2 4.189 4.189 4.109
R1 4.135 4.135 4.094 4.162
PP 4.033 4.033 4.033 4.047
S1 3.979 3.979 4.066 4.006
S2 3.877 3.877 4.051
S3 3.721 3.823 4.037
S4 3.565 3.667 3.994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.118 3.928 0.190 4.8% 0.097 2.5% 6% False True 2,449
10 4.118 3.928 0.190 4.8% 0.089 2.2% 6% False True 1,883
20 4.157 3.928 0.229 5.8% 0.088 2.2% 5% False True 1,799
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.196
2.618 4.113
1.618 4.062
1.000 4.030
0.618 4.011
HIGH 3.979
0.618 3.960
0.500 3.954
0.382 3.947
LOW 3.928
0.618 3.896
1.000 3.877
1.618 3.845
2.618 3.794
4.250 3.711
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 3.954 4.023
PP 3.949 3.995
S1 3.944 3.967

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

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