NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 3.905 3.828 -0.077 -2.0% 4.059
High 3.905 3.888 -0.017 -0.4% 4.080
Low 3.805 3.794 -0.011 -0.3% 3.886
Close 3.830 3.869 0.039 1.0% 3.905
Range 0.100 0.094 -0.006 -6.0% 0.194
ATR 0.091 0.091 0.000 0.2% 0.000
Volume 4,031 9,304 5,273 130.8% 31,938
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.132 4.095 3.921
R3 4.038 4.001 3.895
R2 3.944 3.944 3.886
R1 3.907 3.907 3.878 3.926
PP 3.850 3.850 3.850 3.860
S1 3.813 3.813 3.860 3.832
S2 3.756 3.756 3.852
S3 3.662 3.719 3.843
S4 3.568 3.625 3.817
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.539 4.416 4.012
R3 4.345 4.222 3.958
R2 4.151 4.151 3.941
R1 4.028 4.028 3.923 3.993
PP 3.957 3.957 3.957 3.939
S1 3.834 3.834 3.887 3.799
S2 3.763 3.763 3.869
S3 3.569 3.640 3.852
S4 3.375 3.446 3.798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.978 3.794 0.184 4.8% 0.077 2.0% 41% False True 6,238
10 4.080 3.794 0.286 7.4% 0.100 2.6% 26% False True 5,662
20 4.121 3.794 0.327 8.5% 0.094 2.4% 23% False True 4,957
40 4.440 3.794 0.646 16.7% 0.085 2.2% 12% False True 3,915
60 4.525 3.794 0.731 18.9% 0.087 2.3% 10% False True 3,051
Crabel Price Patterns
NR True
NR4 False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.288
2.618 4.134
1.618 4.040
1.000 3.982
0.618 3.946
HIGH 3.888
0.618 3.852
0.500 3.841
0.382 3.830
LOW 3.794
0.618 3.736
1.000 3.700
1.618 3.642
2.618 3.548
4.250 3.395
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 3.860 3.873
PP 3.850 3.871
S1 3.841 3.870

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

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