NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 3.907 3.966 0.059 1.5% 4.143
High 3.969 3.966 -0.003 -0.1% 4.162
Low 3.881 3.854 -0.027 -0.7% 3.975
Close 3.955 3.863 -0.092 -2.3% 3.989
Range 0.088 0.112 0.024 27.3% 0.187
ATR 0.087 0.089 0.002 2.0% 0.000
Volume 1,773 1,481 -292 -16.5% 10,165
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.230 4.159 3.925
R3 4.118 4.047 3.894
R2 4.006 4.006 3.884
R1 3.935 3.935 3.873 3.915
PP 3.894 3.894 3.894 3.884
S1 3.823 3.823 3.853 3.803
S2 3.782 3.782 3.842
S3 3.670 3.711 3.832
S4 3.558 3.599 3.801
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.603 4.483 4.092
R3 4.416 4.296 4.040
R2 4.229 4.229 4.023
R1 4.109 4.109 4.006 4.076
PP 4.042 4.042 4.042 4.025
S1 3.922 3.922 3.972 3.889
S2 3.855 3.855 3.955
S3 3.668 3.735 3.938
S4 3.481 3.548 3.886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.060 3.854 0.206 5.3% 0.087 2.3% 4% False True 1,666
10 4.162 3.854 0.308 8.0% 0.092 2.4% 3% False True 1,760
20 4.201 3.854 0.347 9.0% 0.091 2.3% 3% False True 1,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.442
2.618 4.259
1.618 4.147
1.000 4.078
0.618 4.035
HIGH 3.966
0.618 3.923
0.500 3.910
0.382 3.897
LOW 3.854
0.618 3.785
1.000 3.742
1.618 3.673
2.618 3.561
4.250 3.378
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 3.910 3.922
PP 3.894 3.902
S1 3.879 3.883

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

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