NYMEX Natural Gas Future June 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 3.709 3.764 0.055 1.5% 3.615
High 3.766 3.765 -0.001 0.0% 3.810
Low 3.709 3.695 -0.014 -0.4% 3.603
Close 3.764 3.702 -0.062 -1.6% 3.808
Range 0.057 0.070 0.013 22.8% 0.207
ATR 0.093 0.092 -0.002 -1.8% 0.000
Volume 3,169 5,167 1,998 63.0% 20,259
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.931 3.886 3.741
R3 3.861 3.816 3.721
R2 3.791 3.791 3.715
R1 3.746 3.746 3.708 3.734
PP 3.721 3.721 3.721 3.714
S1 3.676 3.676 3.696 3.664
S2 3.651 3.651 3.689
S3 3.581 3.606 3.683
S4 3.511 3.536 3.664
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.361 4.292 3.922
R3 4.154 4.085 3.865
R2 3.947 3.947 3.846
R1 3.878 3.878 3.827 3.913
PP 3.740 3.740 3.740 3.758
S1 3.671 3.671 3.789 3.706
S2 3.533 3.533 3.770
S3 3.326 3.464 3.751
S4 3.119 3.257 3.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.851 3.638 0.213 5.8% 0.105 2.8% 30% False False 3,241
10 3.851 3.585 0.266 7.2% 0.097 2.6% 44% False False 4,031
20 4.021 3.585 0.436 11.8% 0.085 2.3% 27% False False 3,677
40 4.182 3.585 0.597 16.1% 0.087 2.4% 20% False False 2,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.063
2.618 3.948
1.618 3.878
1.000 3.835
0.618 3.808
HIGH 3.765
0.618 3.738
0.500 3.730
0.382 3.722
LOW 3.695
0.618 3.652
1.000 3.625
1.618 3.582
2.618 3.512
4.250 3.398
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 3.730 3.766
PP 3.721 3.744
S1 3.711 3.723

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

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