NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 3.860 3.922 0.062 1.6% 4.098
High 3.923 3.922 -0.001 0.0% 4.118
Low 3.831 3.814 -0.017 -0.4% 3.928
Close 3.909 3.818 -0.091 -2.3% 3.943
Range 0.092 0.108 0.016 17.4% 0.190
ATR 0.086 0.088 0.002 1.8% 0.000
Volume 2,545 3,347 802 31.5% 15,102
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.175 4.105 3.877
R3 4.067 3.997 3.848
R2 3.959 3.959 3.838
R1 3.889 3.889 3.828 3.870
PP 3.851 3.851 3.851 3.842
S1 3.781 3.781 3.808 3.762
S2 3.743 3.743 3.798
S3 3.635 3.673 3.788
S4 3.527 3.565 3.759
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 4.021 3.814 0.207 5.4% 0.086 2.2% 2% False True 2,814
10 4.118 3.814 0.304 8.0% 0.091 2.4% 1% False True 2,632
20 4.157 3.814 0.343 9.0% 0.090 2.4% 1% False True 2,111
40 4.472 3.814 0.658 17.2% 0.081 2.1% 1% False True 1,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.381
2.618 4.205
1.618 4.097
1.000 4.030
0.618 3.989
HIGH 3.922
0.618 3.881
0.500 3.868
0.382 3.855
LOW 3.814
0.618 3.747
1.000 3.706
1.618 3.639
2.618 3.531
4.250 3.355
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 3.868 3.879
PP 3.851 3.858
S1 3.835 3.838

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

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