NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 3.913 3.871 -0.042 -1.1% 4.025
High 3.924 3.871 -0.053 -1.4% 4.052
Low 3.858 3.758 -0.100 -2.6% 3.850
Close 3.871 3.792 -0.079 -2.0% 3.871
Range 0.066 0.113 0.047 71.2% 0.202
ATR 0.094 0.096 0.001 1.4% 0.000
Volume 24,589 16,647 -7,942 -32.3% 112,106
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.146 4.082 3.854
R3 4.033 3.969 3.823
R2 3.920 3.920 3.813
R1 3.856 3.856 3.802 3.832
PP 3.807 3.807 3.807 3.795
S1 3.743 3.743 3.782 3.719
S2 3.694 3.694 3.771
S3 3.581 3.630 3.761
S4 3.468 3.517 3.730
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 4.035 3.758 0.277 7.3% 0.099 2.6% 12% False True 19,069
10 4.052 3.758 0.294 7.8% 0.102 2.7% 12% False True 19,348
20 4.092 3.758 0.334 8.8% 0.098 2.6% 10% False True 19,580
40 4.414 3.758 0.656 17.3% 0.090 2.4% 5% False True 17,056
60 4.500 3.758 0.742 19.6% 0.092 2.4% 5% False True 14,871
80 4.817 3.758 1.059 27.9% 0.090 2.4% 3% False True 13,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.351
2.618 4.167
1.618 4.054
1.000 3.984
0.618 3.941
HIGH 3.871
0.618 3.828
0.500 3.815
0.382 3.801
LOW 3.758
0.618 3.688
1.000 3.645
1.618 3.575
2.618 3.462
4.250 3.278
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 3.815 3.853
PP 3.807 3.832
S1 3.800 3.812

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

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