NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 3.635 3.710 0.075 2.1% 3.700
High 3.740 3.712 -0.028 -0.7% 3.765
Low 3.615 3.646 0.031 0.9% 3.590
Close 3.710 3.660 -0.050 -1.3% 3.660
Range 0.125 0.066 -0.059 -47.2% 0.175
ATR 0.106 0.103 -0.003 -2.7% 0.000
Volume 25,109 42,798 17,689 70.4% 115,150
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.871 3.831 3.696
R3 3.805 3.765 3.678
R2 3.739 3.739 3.672
R1 3.699 3.699 3.666 3.686
PP 3.673 3.673 3.673 3.666
S1 3.633 3.633 3.654 3.620
S2 3.607 3.607 3.648
S3 3.541 3.567 3.642
S4 3.475 3.501 3.624
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.197 4.103 3.756
R3 4.022 3.928 3.708
R2 3.847 3.847 3.692
R1 3.753 3.753 3.676 3.713
PP 3.672 3.672 3.672 3.651
S1 3.578 3.578 3.644 3.538
S2 3.497 3.497 3.628
S3 3.322 3.403 3.612
S4 3.147 3.228 3.564
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 4.8% 0.110 3.0% 40% False False 23,030
10 3.765 3.493 0.272 7.4% 0.112 3.1% 61% False False 23,956
20 3.924 3.493 0.431 11.8% 0.101 2.8% 39% False False 22,763
40 4.092 3.493 0.599 16.4% 0.099 2.7% 28% False False 21,206
60 4.414 3.493 0.921 25.2% 0.093 2.5% 18% False False 18,660
80 4.508 3.493 1.015 27.7% 0.094 2.6% 16% False False 16,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.993
2.618 3.885
1.618 3.819
1.000 3.778
0.618 3.753
HIGH 3.712
0.618 3.687
0.500 3.679
0.382 3.671
LOW 3.646
0.618 3.605
1.000 3.580
1.618 3.539
2.618 3.473
4.250 3.366
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 3.679 3.672
PP 3.673 3.668
S1 3.666 3.664

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

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