NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 3.615 3.694 0.079 2.2% 3.750
High 3.708 3.721 0.013 0.4% 3.753
Low 3.603 3.664 0.061 1.7% 3.585
Close 3.695 3.700 0.005 0.1% 3.618
Range 0.105 0.057 -0.048 -45.7% 0.168
ATR 0.087 0.085 -0.002 -2.5% 0.000
Volume 6,810 6,657 -153 -2.2% 19,743
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.866 3.840 3.731
R3 3.809 3.783 3.716
R2 3.752 3.752 3.710
R1 3.726 3.726 3.705 3.739
PP 3.695 3.695 3.695 3.702
S1 3.669 3.669 3.695 3.682
S2 3.638 3.638 3.690
S3 3.581 3.612 3.684
S4 3.524 3.555 3.669
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.156 4.055 3.710
R3 3.988 3.887 3.664
R2 3.820 3.820 3.649
R1 3.719 3.719 3.633 3.686
PP 3.652 3.652 3.652 3.635
S1 3.551 3.551 3.603 3.518
S2 3.484 3.484 3.587
S3 3.316 3.383 3.572
S4 3.148 3.215 3.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.721 3.585 0.136 3.7% 0.088 2.4% 85% True False 4,822
10 3.922 3.585 0.337 9.1% 0.080 2.2% 34% False False 4,426
20 4.118 3.585 0.533 14.4% 0.085 2.3% 22% False False 3,416
40 4.285 3.585 0.700 18.9% 0.083 2.3% 16% False False 2,502
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.963
2.618 3.870
1.618 3.813
1.000 3.778
0.618 3.756
HIGH 3.721
0.618 3.699
0.500 3.693
0.382 3.686
LOW 3.664
0.618 3.629
1.000 3.607
1.618 3.572
2.618 3.515
4.250 3.422
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 3.698 3.687
PP 3.695 3.674
S1 3.693 3.661

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

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