NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	3.922	3.816	-0.106	-2.7%	4.098
High	3.922	3.859	-0.063	-1.6%	4.118
Low	3.814	3.780	-0.034	-0.9%	3.928
Close	3.818	3.818	0.000	0.0%	3.943
Range	0.108	0.079	-0.029	-26.9%	0.190
ATR	0.088	0.087	-0.001	-0.7%	0.000
Volume	3,347	4,967	1,620	48.4%	15,102

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.056	4.016	3.861
R3	3.977	3.937	3.840
R2	3.898	3.898	3.832
R1	3.858	3.858	3.825	3.878
PP	3.819	3.819	3.819	3.829
S1	3.779	3.779	3.811	3.799
S2	3.740	3.740	3.804
S3	3.661	3.700	3.796
S4	3.582	3.621	3.775

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.566	4.445	4.048
R3	4.376	4.255	3.995
R2	4.186	4.186	3.978
R1	4.065	4.065	3.960	4.031
PP	3.996	3.996	3.996	3.979
S1	3.875	3.875	3.926	3.841
S2	3.806	3.806	3.908
S3	3.616	3.685	3.891
S4	3.426	3.495	3.839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.991	3.780	0.211	5.5%	0.086	2.3%	18%	False	True	3,302
10	4.118	3.780	0.338	8.9%	0.092	2.4%	11%	False	True	3,036
20	4.157	3.780	0.377	9.9%	0.091	2.4%	10%	False	True	2,307
40	4.384	3.780	0.604	15.8%	0.080	2.1%	6%	False	True	1,879

Crabel Price Patterns
NR	True
NR4	True
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	0.013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.195
2.618	4.066
1.618	3.987
1.000	3.938
0.618	3.908
HIGH	3.859
0.618	3.829
0.500	3.820
0.382	3.810
LOW	3.780
0.618	3.731
1.000	3.701
1.618	3.652
2.618	3.573
4.250	3.444

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	3.820	3.852
PP	3.819	3.840
S1	3.819	3.829

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols