NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 3.881 3.913 0.032 0.8% 4.025
High 3.947 3.924 -0.023 -0.6% 4.052
Low 3.850 3.858 0.008 0.2% 3.850
Close 3.879 3.871 -0.008 -0.2% 3.871
Range 0.097 0.066 -0.031 -32.0% 0.202
ATR 0.097 0.094 -0.002 -2.3% 0.000
Volume 14,979 24,589 9,610 64.2% 112,106
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.082 4.043 3.907
R3 4.016 3.977 3.889
R2 3.950 3.950 3.883
R1 3.911 3.911 3.877 3.898
PP 3.884 3.884 3.884 3.878
S1 3.845 3.845 3.865 3.832
S2 3.818 3.818 3.859
S3 3.752 3.779 3.853
S4 3.686 3.713 3.835
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.530 4.403 3.982
R3 4.328 4.201 3.927
R2 4.126 4.126 3.908
R1 3.999 3.999 3.890 3.962
PP 3.924 3.924 3.924 3.906
S1 3.797 3.797 3.852 3.760
S2 3.722 3.722 3.834
S3 3.520 3.595 3.815
S4 3.318 3.393 3.760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.052 3.850 0.202 5.2% 0.097 2.5% 10% False False 22,421
10 4.052 3.850 0.202 5.2% 0.098 2.5% 10% False False 19,281
20 4.092 3.850 0.242 6.3% 0.096 2.5% 9% False False 19,676
40 4.414 3.850 0.564 14.6% 0.089 2.3% 4% False False 16,908
60 4.507 3.850 0.657 17.0% 0.091 2.3% 3% False False 14,830
80 4.817 3.850 0.967 25.0% 0.090 2.3% 2% False False 12,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.205
2.618 4.097
1.618 4.031
1.000 3.990
0.618 3.965
HIGH 3.924
0.618 3.899
0.500 3.891
0.382 3.883
LOW 3.858
0.618 3.817
1.000 3.792
1.618 3.751
2.618 3.685
4.250 3.578
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 3.891 3.899
PP 3.884 3.889
S1 3.878 3.880

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

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