NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 3.773 3.736 -0.037 -1.0% 3.772
High 3.775 3.820 0.045 1.2% 3.790
Low 3.718 3.688 -0.030 -0.8% 3.637
Close 3.751 3.799 0.048 1.3% 3.669
Range 0.057 0.132 0.075 131.6% 0.153
ATR 0.084 0.087 0.003 4.1% 0.000
Volume 3,321 2,003 -1,318 -39.7% 12,747
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.165 4.114 3.872
R3 4.033 3.982 3.835
R2 3.901 3.901 3.823
R1 3.850 3.850 3.811 3.876
PP 3.769 3.769 3.769 3.782
S1 3.718 3.718 3.787 3.744
S2 3.637 3.637 3.775
S3 3.505 3.586 3.763
S4 3.373 3.454 3.726
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 3.820 3.649 0.171 4.5% 0.093 2.4% 88% True False 2,859
10 3.902 3.637 0.265 7.0% 0.078 2.0% 61% False False 3,021
20 4.162 3.637 0.525 13.8% 0.085 2.2% 31% False False 2,390
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 0.021
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.381
2.618 4.166
1.618 4.034
1.000 3.952
0.618 3.902
HIGH 3.820
0.618 3.770
0.500 3.754
0.382 3.738
LOW 3.688
0.618 3.606
1.000 3.556
1.618 3.474
2.618 3.342
4.250 3.127
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 3.784 3.779
PP 3.769 3.759
S1 3.754 3.739

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

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