NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 3.655 3.615 -0.040 -1.1% 3.750
High 3.678 3.708 0.030 0.8% 3.753
Low 3.600 3.603 0.003 0.1% 3.585
Close 3.618 3.695 0.077 2.1% 3.618
Range 0.078 0.105 0.027 34.6% 0.168
ATR 0.086 0.087 0.001 1.6% 0.000
Volume 3,924 6,810 2,886 73.5% 19,743
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.984 3.944 3.753
R3 3.879 3.839 3.724
R2 3.774 3.774 3.714
R1 3.734 3.734 3.705 3.754
PP 3.669 3.669 3.669 3.679
S1 3.629 3.629 3.685 3.649
S2 3.564 3.564 3.676
S3 3.459 3.524 3.666
S4 3.354 3.419 3.637
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.156 4.055 3.710
R3 3.988 3.887 3.664
R2 3.820 3.820 3.649
R1 3.719 3.719 3.633 3.686
PP 3.652 3.652 3.652 3.635
S1 3.551 3.551 3.603 3.518
S2 3.484 3.484 3.587
S3 3.316 3.383 3.572
S4 3.148 3.215 3.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.711 3.585 0.126 3.4% 0.091 2.5% 87% False False 4,622
10 3.923 3.585 0.338 9.1% 0.083 2.3% 33% False False 4,015
20 4.118 3.585 0.533 14.4% 0.086 2.3% 21% False False 3,110
40 4.344 3.585 0.759 20.5% 0.084 2.3% 14% False False 2,365
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.154
2.618 3.983
1.618 3.878
1.000 3.813
0.618 3.773
HIGH 3.708
0.618 3.668
0.500 3.656
0.382 3.643
LOW 3.603
0.618 3.538
1.000 3.498
1.618 3.433
2.618 3.328
4.250 3.157
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 3.682 3.679
PP 3.669 3.663
S1 3.656 3.647

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

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