NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 3.647 3.615 -0.032 -0.9% 3.696
High 3.686 3.727 0.041 1.1% 3.711
Low 3.620 3.585 -0.035 -1.0% 3.543
Close 3.653 3.704 0.051 1.4% 3.572
Range 0.066 0.142 0.076 115.2% 0.168
ATR 0.090 0.094 0.004 4.1% 0.000
Volume 7,032 5,600 -1,432 -20.4% 37,734
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.098 4.043 3.782
R3 3.956 3.901 3.743
R2 3.814 3.814 3.730
R1 3.759 3.759 3.717 3.787
PP 3.672 3.672 3.672 3.686
S1 3.617 3.617 3.691 3.645
S2 3.530 3.530 3.678
S3 3.388 3.475 3.665
S4 3.246 3.333 3.626
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.113 4.010 3.664
R3 3.945 3.842 3.618
R2 3.777 3.777 3.603
R1 3.674 3.674 3.587 3.642
PP 3.609 3.609 3.609 3.592
S1 3.506 3.506 3.557 3.474
S2 3.441 3.441 3.541
S3 3.273 3.338 3.526
S4 3.105 3.170 3.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.727 3.525 0.202 5.5% 0.106 2.9% 89% True False 6,697
10 3.821 3.525 0.296 8.0% 0.088 2.4% 60% False False 7,311
20 4.080 3.525 0.555 15.0% 0.094 2.5% 32% False False 6,833
40 4.239 3.525 0.714 19.3% 0.090 2.4% 25% False False 5,322
60 4.525 3.525 1.000 27.0% 0.089 2.4% 18% False False 4,233
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 0.016
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.331
2.618 4.099
1.618 3.957
1.000 3.869
0.618 3.815
HIGH 3.727
0.618 3.673
0.500 3.656
0.382 3.639
LOW 3.585
0.618 3.497
1.000 3.443
1.618 3.355
2.618 3.213
4.250 2.982
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 3.688 3.678
PP 3.672 3.652
S1 3.656 3.626

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

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