NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 3.687 3.700 0.013 0.4% 3.529
High 3.722 3.765 0.043 1.2% 3.722
Low 3.611 3.592 -0.019 -0.5% 3.493
Close 3.721 3.597 -0.124 -3.3% 3.721
Range 0.111 0.173 0.062 55.9% 0.229
ATR 0.101 0.106 0.005 5.1% 0.000
Volume 18,262 4,961 -13,301 -72.8% 97,995
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.170 4.057 3.692
R3 3.997 3.884 3.645
R2 3.824 3.824 3.629
R1 3.711 3.711 3.613 3.681
PP 3.651 3.651 3.651 3.637
S1 3.538 3.538 3.581 3.508
S2 3.478 3.478 3.565
S3 3.305 3.365 3.549
S4 3.132 3.192 3.502
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.332 4.256 3.847
R3 4.103 4.027 3.784
R2 3.874 3.874 3.763
R1 3.798 3.798 3.742 3.836
PP 3.645 3.645 3.645 3.665
S1 3.569 3.569 3.700 3.607
S2 3.416 3.416 3.679
S3 3.187 3.340 3.658
S4 2.958 3.111 3.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.765 3.493 0.272 7.6% 0.128 3.6% 38% True False 20,591
10 3.765 3.493 0.272 7.6% 0.110 3.1% 38% True False 22,700
20 4.052 3.493 0.559 15.5% 0.103 2.9% 19% False False 21,630
40 4.129 3.493 0.636 17.7% 0.098 2.7% 16% False False 20,075
60 4.428 3.493 0.935 26.0% 0.094 2.6% 11% False False 17,804
80 4.508 3.493 1.015 28.2% 0.094 2.6% 10% False False 15,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 4.500
2.618 4.218
1.618 4.045
1.000 3.938
0.618 3.872
HIGH 3.765
0.618 3.699
0.500 3.679
0.382 3.658
LOW 3.592
0.618 3.485
1.000 3.419
1.618 3.312
2.618 3.139
4.250 2.857
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 3.679 3.652
PP 3.651 3.633
S1 3.624 3.615

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

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