NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 3.675 3.635 -0.040 -1.1% 3.529
High 3.693 3.740 0.047 1.3% 3.722
Low 3.603 3.615 0.012 0.3% 3.493
Close 3.616 3.710 0.094 2.6% 3.721
Range 0.090 0.125 0.035 38.9% 0.229
ATR 0.105 0.106 0.001 1.4% 0.000
Volume 22,082 25,109 3,027 13.7% 97,995
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.063 4.012 3.779
R3 3.938 3.887 3.744
R2 3.813 3.813 3.733
R1 3.762 3.762 3.721 3.788
PP 3.688 3.688 3.688 3.701
S1 3.637 3.637 3.699 3.663
S2 3.563 3.563 3.687
S3 3.438 3.512 3.676
S4 3.313 3.387 3.641
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 3.590 0.175 4.7% 0.119 3.2% 69% False False 18,122
10 3.765 3.493 0.272 7.3% 0.118 3.2% 80% False False 22,010
20 3.947 3.493 0.454 12.2% 0.103 2.8% 48% False False 21,372
40 4.092 3.493 0.599 16.1% 0.100 2.7% 36% False False 20,665
60 4.414 3.493 0.921 24.8% 0.093 2.5% 24% False False 18,255
80 4.508 3.493 1.015 27.4% 0.094 2.5% 21% False False 16,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.271
2.618 4.067
1.618 3.942
1.000 3.865
0.618 3.817
HIGH 3.740
0.618 3.692
0.500 3.678
0.382 3.663
LOW 3.615
0.618 3.538
1.000 3.490
1.618 3.413
2.618 3.288
4.250 3.084
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 3.699 3.695
PP 3.688 3.680
S1 3.678 3.665

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

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