NYMEX Natural Gas Future August 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 3.833 3.899 0.066 1.7% 3.661
High 3.886 3.927 0.041 1.1% 3.886
Low 3.832 3.760 -0.072 -1.9% 3.661
Close 3.886 3.771 -0.115 -3.0% 3.886
Range 0.054 0.167 0.113 209.3% 0.225
ATR
Volume 1,679 440 -1,239 -73.8% 8,566
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.320 4.213 3.863
R3 4.153 4.046 3.817
R2 3.986 3.986 3.802
R1 3.879 3.879 3.786 3.849
PP 3.819 3.819 3.819 3.805
S1 3.712 3.712 3.756 3.682
S2 3.652 3.652 3.740
S3 3.485 3.545 3.725
S4 3.318 3.378 3.679
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.486 4.411 4.010
R3 4.261 4.186 3.948
R2 4.036 4.036 3.927
R1 3.961 3.961 3.907 3.999
PP 3.811 3.811 3.811 3.830
S1 3.736 3.736 3.865 3.774
S2 3.586 3.586 3.845
S3 3.361 3.511 3.824
S4 3.136 3.286 3.762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.927 3.661 0.266 7.1% 0.103 2.7% 41% True False 1,801
10 3.927 3.661 0.266 7.1% 0.086 2.3% 41% True False 2,540
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 0.017
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.637
2.618 4.364
1.618 4.197
1.000 4.094
0.618 4.030
HIGH 3.927
0.618 3.863
0.500 3.844
0.382 3.824
LOW 3.760
0.618 3.657
1.000 3.593
1.618 3.490
2.618 3.323
4.250 3.050
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 3.844 3.822
PP 3.819 3.805
S1 3.795 3.788

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

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