NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 3.771 3.820 0.049 1.3% 3.615
High 3.810 3.851 0.041 1.1% 3.810
Low 3.716 3.680 -0.036 -1.0% 3.603
Close 3.808 3.689 -0.119 -3.1% 3.808
Range 0.094 0.171 0.077 81.9% 0.207
ATR 0.089 0.095 0.006 6.6% 0.000
Volume 3,738 1,080 -2,658 -71.1% 20,259
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.253 4.142 3.783
R3 4.082 3.971 3.736
R2 3.911 3.911 3.720
R1 3.800 3.800 3.705 3.770
PP 3.740 3.740 3.740 3.725
S1 3.629 3.629 3.673 3.599
S2 3.569 3.569 3.658
S3 3.398 3.458 3.642
S4 3.227 3.287 3.595
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.361 4.292 3.922
R3 4.154 4.085 3.865
R2 3.947 3.947 3.846
R1 3.878 3.878 3.827 3.913
PP 3.740 3.740 3.740 3.758
S1 3.671 3.671 3.789 3.706
S2 3.533 3.533 3.770
S3 3.326 3.464 3.751
S4 3.119 3.257 3.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.851 3.603 0.248 6.7% 0.112 3.0% 35% True False 4,267
10 3.851 3.585 0.266 7.2% 0.096 2.6% 39% True False 4,108
20 4.118 3.585 0.533 14.4% 0.091 2.5% 20% False False 3,583
40 4.200 3.585 0.615 16.7% 0.087 2.4% 17% False False 2,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 4.578
2.618 4.299
1.618 4.128
1.000 4.022
0.618 3.957
HIGH 3.851
0.618 3.786
0.500 3.766
0.382 3.745
LOW 3.680
0.618 3.574
1.000 3.509
1.618 3.403
2.618 3.232
4.250 2.953
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 3.766 3.745
PP 3.740 3.726
S1 3.715 3.708

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

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