NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 3.686 3.645 -0.041 -1.1% 3.943
High 3.711 3.668 -0.043 -1.2% 3.943
Low 3.642 3.587 -0.055 -1.5% 3.755
Close 3.653 3.599 -0.054 -1.5% 3.781
Range 0.069 0.081 0.012 17.4% 0.188
ATR 0.084 0.084 0.000 -0.3% 0.000
Volume 5,658 2,657 -3,001 -53.0% 15,480
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.861 3.811 3.644
R3 3.780 3.730 3.621
R2 3.699 3.699 3.614
R1 3.649 3.649 3.606 3.634
PP 3.618 3.618 3.618 3.610
S1 3.568 3.568 3.592 3.553
S2 3.537 3.537 3.584
S3 3.456 3.487 3.577
S4 3.375 3.406 3.554
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.390 4.274 3.884
R3 4.202 4.086 3.833
R2 4.014 4.014 3.815
R1 3.898 3.898 3.798 3.862
PP 3.826 3.826 3.826 3.809
S1 3.710 3.710 3.764 3.674
S2 3.638 3.638 3.747
S3 3.450 3.522 3.729
S4 3.262 3.334 3.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.859 3.587 0.272 7.6% 0.066 1.8% 4% False True 3,893
10 4.021 3.587 0.434 12.1% 0.076 2.1% 3% False True 3,354
20 4.118 3.587 0.531 14.8% 0.082 2.3% 2% False True 2,618
40 4.344 3.587 0.757 21.0% 0.081 2.3% 2% False True 2,151
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 0.016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.012
2.618 3.880
1.618 3.799
1.000 3.749
0.618 3.718
HIGH 3.668
0.618 3.637
0.500 3.628
0.382 3.618
LOW 3.587
0.618 3.537
1.000 3.506
1.618 3.456
2.618 3.375
4.250 3.243
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 3.628 3.670
PP 3.618 3.646
S1 3.609 3.623

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

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