NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 3.969 3.943 -0.026 -0.7% 4.098
High 3.991 3.943 -0.048 -1.2% 4.118
Low 3.934 3.848 -0.086 -2.2% 3.928
Close 3.943 3.870 -0.073 -1.9% 3.943
Range 0.057 0.095 0.038 66.7% 0.190
ATR 0.085 0.086 0.001 0.8% 0.000
Volume 3,776 1,876 -1,900 -50.3% 15,102
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.172 4.116 3.922
R3 4.077 4.021 3.896
R2 3.982 3.982 3.887
R1 3.926 3.926 3.879 3.907
PP 3.887 3.887 3.887 3.877
S1 3.831 3.831 3.861 3.812
S2 3.792 3.792 3.853
S3 3.697 3.736 3.844
S4 3.602 3.641 3.818
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.445 4.048
R3 4.376 4.255 3.995
R2 4.186 4.186 3.978
R1 4.065 4.065 3.960 4.031
PP 3.996 3.996 3.996 3.979
S1 3.875 3.875 3.926 3.841
S2 3.806 3.806 3.908
S3 3.616 3.685 3.891
S4 3.426 3.495 3.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.118 3.848 0.270 7.0% 0.086 2.2% 8% False True 2,605
10 4.118 3.848 0.270 7.0% 0.089 2.3% 8% False True 2,206
20 4.157 3.848 0.309 8.0% 0.088 2.3% 7% False True 1,956
40 4.478 3.848 0.630 16.3% 0.082 2.1% 3% False True 1,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.347
2.618 4.192
1.618 4.097
1.000 4.038
0.618 4.002
HIGH 3.943
0.618 3.907
0.500 3.896
0.382 3.884
LOW 3.848
0.618 3.789
1.000 3.753
1.618 3.694
2.618 3.599
4.250 3.444
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 3.896 3.935
PP 3.887 3.913
S1 3.879 3.892

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

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