NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 3.842 3.736 -0.106 -2.8% 4.025
High 3.846 3.785 -0.061 -1.6% 4.052
Low 3.735 3.700 -0.035 -0.9% 3.850
Close 3.741 3.740 -0.001 0.0% 3.871
Range 0.111 0.085 -0.026 -23.4% 0.202
ATR 0.097 0.096 -0.001 -0.9% 0.000
Volume 20,107 19,254 -853 -4.2% 112,106
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.997 3.953 3.787
R3 3.912 3.868 3.763
R2 3.827 3.827 3.756
R1 3.783 3.783 3.748 3.805
PP 3.742 3.742 3.742 3.753
S1 3.698 3.698 3.732 3.720
S2 3.657 3.657 3.724
S3 3.572 3.613 3.717
S4 3.487 3.528 3.693
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 3.924 3.700 0.224 6.0% 0.095 2.5% 18% False True 19,696
10 4.052 3.700 0.352 9.4% 0.103 2.7% 11% False True 20,901
20 4.092 3.700 0.392 10.5% 0.101 2.7% 10% False True 19,901
40 4.315 3.700 0.615 16.4% 0.088 2.3% 7% False True 17,516
60 4.500 3.700 0.800 21.4% 0.093 2.5% 5% False True 15,318
80 4.753 3.700 1.053 28.2% 0.091 2.4% 4% False True 13,583
Crabel Price Patterns
NR True
NR4 True
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.146
2.618 4.008
1.618 3.923
1.000 3.870
0.618 3.838
HIGH 3.785
0.618 3.753
0.500 3.743
0.382 3.732
LOW 3.700
0.618 3.647
1.000 3.615
1.618 3.562
2.618 3.477
4.250 3.339
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 3.743 3.776
PP 3.742 3.764
S1 3.741 3.752

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

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