NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 3.601 3.557 -0.044 -1.2% 3.871
High 3.624 3.587 -0.037 -1.0% 3.871
Low 3.546 3.494 -0.052 -1.5% 3.673
Close 3.561 3.507 -0.054 -1.5% 3.698
Range 0.078 0.093 0.015 19.2% 0.198
ATR 0.093 0.093 0.000 0.0% 0.000
Volume 25,237 30,091 4,854 19.2% 93,489
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.808 3.751 3.558
R3 3.715 3.658 3.533
R2 3.622 3.622 3.524
R1 3.565 3.565 3.516 3.547
PP 3.529 3.529 3.529 3.521
S1 3.472 3.472 3.498 3.454
S2 3.436 3.436 3.490
S3 3.343 3.379 3.481
S4 3.250 3.286 3.456
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.341 4.218 3.807
R3 4.143 4.020 3.752
R2 3.945 3.945 3.734
R1 3.822 3.822 3.716 3.785
PP 3.747 3.747 3.747 3.729
S1 3.624 3.624 3.680 3.587
S2 3.549 3.549 3.662
S3 3.351 3.426 3.644
S4 3.153 3.228 3.589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.785 3.494 0.291 8.3% 0.077 2.2% 4% False True 22,628
10 3.947 3.494 0.453 12.9% 0.087 2.5% 3% False True 20,734
20 4.052 3.494 0.558 15.9% 0.093 2.7% 2% False True 20,371
40 4.270 3.494 0.776 22.1% 0.089 2.5% 2% False True 18,657
60 4.500 3.494 1.006 28.7% 0.092 2.6% 1% False True 16,412
80 4.627 3.494 1.133 32.3% 0.090 2.6% 1% False True 14,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.982
2.618 3.830
1.618 3.737
1.000 3.680
0.618 3.644
HIGH 3.587
0.618 3.551
0.500 3.541
0.382 3.530
LOW 3.494
0.618 3.437
1.000 3.401
1.618 3.344
2.618 3.251
4.250 3.099
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 3.541 3.582
PP 3.529 3.557
S1 3.518 3.532

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

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