NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 3.679 3.711 0.032 0.9% 3.525
High 3.726 3.722 -0.004 -0.1% 3.766
Low 3.635 3.646 0.011 0.3% 3.525
Close 3.721 3.658 -0.063 -1.7% 3.764
Range 0.091 0.076 -0.015 -16.5% 0.241
ATR 0.097 0.095 -0.001 -1.5% 0.000
Volume 6,067 8,270 2,203 36.3% 27,753
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.903 3.857 3.700
R3 3.827 3.781 3.679
R2 3.751 3.751 3.672
R1 3.705 3.705 3.665 3.690
PP 3.675 3.675 3.675 3.668
S1 3.629 3.629 3.651 3.614
S2 3.599 3.599 3.644
S3 3.523 3.553 3.637
S4 3.447 3.477 3.616
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 3.804 3.585 0.219 6.0% 0.106 2.9% 33% False False 5,772
10 3.804 3.525 0.279 7.6% 0.101 2.7% 48% False False 6,328
20 3.978 3.525 0.453 12.4% 0.088 2.4% 29% False False 6,879
40 4.144 3.525 0.619 16.9% 0.091 2.5% 21% False False 5,578
60 4.440 3.525 0.915 25.0% 0.086 2.4% 15% False False 4,507
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.045
2.618 3.921
1.618 3.845
1.000 3.798
0.618 3.769
HIGH 3.722
0.618 3.693
0.500 3.684
0.382 3.675
LOW 3.646
0.618 3.599
1.000 3.570
1.618 3.523
2.618 3.447
4.250 3.323
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 3.684 3.720
PP 3.675 3.699
S1 3.667 3.679

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

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