NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 3.645 3.586 -0.059 -1.6% 3.943
High 3.668 3.705 0.037 1.0% 3.943
Low 3.587 3.585 -0.002 -0.1% 3.755
Close 3.599 3.655 0.056 1.6% 3.781
Range 0.081 0.120 0.039 48.1% 0.188
ATR 0.084 0.086 0.003 3.1% 0.000
Volume 2,657 4,063 1,406 52.9% 15,480
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.008 3.952 3.721
R3 3.888 3.832 3.688
R2 3.768 3.768 3.677
R1 3.712 3.712 3.666 3.740
PP 3.648 3.648 3.648 3.663
S1 3.592 3.592 3.644 3.620
S2 3.528 3.528 3.633
S3 3.408 3.472 3.622
S4 3.288 3.352 3.589
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.390 4.274 3.884
R3 4.202 4.086 3.833
R2 4.014 4.014 3.815
R1 3.898 3.898 3.798 3.862
PP 3.826 3.826 3.826 3.809
S1 3.710 3.710 3.764 3.674
S2 3.638 3.638 3.747
S3 3.450 3.522 3.729
S4 3.262 3.334 3.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.805 3.585 0.220 6.0% 0.074 2.0% 32% False True 3,712
10 3.991 3.585 0.406 11.1% 0.080 2.2% 17% False True 3,507
20 4.118 3.585 0.533 14.6% 0.084 2.3% 13% False True 2,775
40 4.344 3.585 0.759 20.8% 0.082 2.3% 9% False True 2,201
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 0.015
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.215
2.618 4.019
1.618 3.899
1.000 3.825
0.618 3.779
HIGH 3.705
0.618 3.659
0.500 3.645
0.382 3.631
LOW 3.585
0.618 3.511
1.000 3.465
1.618 3.391
2.618 3.271
4.250 3.075
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 3.652 3.653
PP 3.648 3.650
S1 3.645 3.648

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

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