NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 3.874 3.792 -0.082 -2.1% 4.044
High 3.874 3.852 -0.022 -0.6% 4.070
Low 3.760 3.748 -0.012 -0.3% 3.856
Close 3.792 3.832 0.040 1.1% 3.874
Range 0.114 0.104 -0.010 -8.8% 0.214
ATR 0.098 0.098 0.000 0.5% 0.000
Volume 24,935 21,142 -3,793 -15.2% 107,982
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.123 4.081 3.889
R3 4.019 3.977 3.861
R2 3.915 3.915 3.851
R1 3.873 3.873 3.842 3.894
PP 3.811 3.811 3.811 3.821
S1 3.769 3.769 3.822 3.790
S2 3.707 3.707 3.813
S3 3.603 3.665 3.803
S4 3.499 3.561 3.775
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.575 4.439 3.992
R3 4.361 4.225 3.933
R2 4.147 4.147 3.913
R1 4.011 4.011 3.894 3.972
PP 3.933 3.933 3.933 3.914
S1 3.797 3.797 3.854 3.758
S2 3.719 3.719 3.835
S3 3.505 3.583 3.815
S4 3.291 3.369 3.756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.954 3.748 0.206 5.4% 0.089 2.3% 41% False True 22,363
10 4.070 3.748 0.322 8.4% 0.103 2.7% 26% False True 19,775
20 4.114 3.748 0.366 9.6% 0.101 2.6% 23% False True 18,998
40 4.450 3.748 0.702 18.3% 0.092 2.4% 12% False True 16,291
60 4.516 3.748 0.768 20.0% 0.094 2.5% 11% False True 13,946
80 4.896 3.748 1.148 30.0% 0.094 2.4% 7% False True 11,844
100 4.912 3.748 1.164 30.4% 0.094 2.5% 7% False True 10,382
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.294
2.618 4.124
1.618 4.020
1.000 3.956
0.618 3.916
HIGH 3.852
0.618 3.812
0.500 3.800
0.382 3.788
LOW 3.748
0.618 3.684
1.000 3.644
1.618 3.580
2.618 3.476
4.250 3.306
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 3.821 3.841
PP 3.811 3.838
S1 3.800 3.835

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

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