NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 3.615 3.713 0.098 2.7% 3.525
High 3.727 3.766 0.039 1.0% 3.766
Low 3.585 3.713 0.128 3.6% 3.525
Close 3.704 3.764 0.060 1.6% 3.764
Range 0.142 0.053 -0.089 -62.7% 0.241
ATR 0.094 0.092 -0.002 -2.4% 0.000
Volume 5,600 7,145 1,545 27.6% 27,753
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.907 3.888 3.793
R3 3.854 3.835 3.779
R2 3.801 3.801 3.774
R1 3.782 3.782 3.769 3.792
PP 3.748 3.748 3.748 3.752
S1 3.729 3.729 3.759 3.739
S2 3.695 3.695 3.754
S3 3.642 3.676 3.749
S4 3.589 3.623 3.735
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.408 4.327 3.897
R3 4.167 4.086 3.830
R2 3.926 3.926 3.808
R1 3.845 3.845 3.786 3.886
PP 3.685 3.685 3.685 3.705
S1 3.604 3.604 3.742 3.645
S2 3.444 3.444 3.720
S3 3.203 3.363 3.698
S4 2.962 3.122 3.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.766 3.525 0.241 6.4% 0.096 2.6% 99% True False 6,989
10 3.766 3.525 0.241 6.4% 0.085 2.3% 99% True False 7,208
20 4.080 3.525 0.555 14.7% 0.093 2.5% 43% False False 7,034
40 4.198 3.525 0.673 17.9% 0.088 2.3% 36% False False 5,465
60 4.525 3.525 1.000 26.6% 0.087 2.3% 24% False False 4,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.991
2.618 3.905
1.618 3.852
1.000 3.819
0.618 3.799
HIGH 3.766
0.618 3.746
0.500 3.740
0.382 3.733
LOW 3.713
0.618 3.680
1.000 3.660
1.618 3.627
2.618 3.574
4.250 3.488
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 3.756 3.735
PP 3.748 3.705
S1 3.740 3.676

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

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