NYMEX Natural Gas Future July 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 3.664 3.773 0.109 3.0% 3.772
High 3.758 3.775 0.017 0.5% 3.790
Low 3.658 3.718 0.060 1.6% 3.637
Close 3.745 3.751 0.006 0.2% 3.669
Range 0.100 0.057 -0.043 -43.0% 0.153
ATR 0.086 0.084 -0.002 -2.4% 0.000
Volume 3,068 3,321 253 8.2% 12,747
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 3.919 3.892 3.782
R3 3.862 3.835 3.767
R2 3.805 3.805 3.761
R1 3.778 3.778 3.756 3.763
PP 3.748 3.748 3.748 3.741
S1 3.721 3.721 3.746 3.706
S2 3.691 3.691 3.741
S3 3.634 3.664 3.735
S4 3.577 3.607 3.720
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.158 4.066 3.753
R3 4.005 3.913 3.711
R2 3.852 3.852 3.697
R1 3.760 3.760 3.683 3.730
PP 3.699 3.699 3.699 3.683
S1 3.607 3.607 3.655 3.577
S2 3.546 3.546 3.641
S3 3.393 3.454 3.627
S4 3.240 3.301 3.585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.775 3.637 0.138 3.7% 0.083 2.2% 83% True False 2,931
10 3.966 3.637 0.329 8.8% 0.076 2.0% 35% False False 2,969
20 4.162 3.637 0.525 14.0% 0.083 2.2% 22% False False 2,366
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 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.017
2.618 3.924
1.618 3.867
1.000 3.832
0.618 3.810
HIGH 3.775
0.618 3.753
0.500 3.747
0.382 3.740
LOW 3.718
0.618 3.683
1.000 3.661
1.618 3.626
2.618 3.569
4.250 3.476
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 3.750 3.738
PP 3.748 3.725
S1 3.747 3.712

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

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