NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 3.967 3.959 -0.008 -0.2% 3.972
High 3.979 4.021 0.042 1.1% 4.088
Low 3.928 3.945 0.017 0.4% 3.932
Close 3.939 3.953 0.014 0.4% 4.080
Range 0.051 0.076 0.025 49.0% 0.156
ATR 0.088 0.088 0.000 -0.5% 0.000
Volume 2,351 2,529 178 7.6% 6,216
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.201 4.153 3.995
R3 4.125 4.077 3.974
R2 4.049 4.049 3.967
R1 4.001 4.001 3.960 3.987
PP 3.973 3.973 3.973 3.966
S1 3.925 3.925 3.946 3.911
S2 3.897 3.897 3.939
S3 3.821 3.849 3.932
S4 3.745 3.773 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% 13% False False 2,769
10 4.118 3.928 0.190 4.8% 0.087 2.2% 13% False False 2,042
20 4.157 3.928 0.229 5.8% 0.088 2.2% 11% False False 1,851
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.344
2.618 4.220
1.618 4.144
1.000 4.097
0.618 4.068
HIGH 4.021
0.618 3.992
0.500 3.983
0.382 3.974
LOW 3.945
0.618 3.898
1.000 3.869
1.618 3.822
2.618 3.746
4.250 3.622
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 3.983 4.023
PP 3.973 4.000
S1 3.963 3.976

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

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