NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 3.823 3.872 0.049 1.3% 3.664
High 3.859 3.901 0.042 1.1% 3.859
Low 3.823 3.732 -0.091 -2.4% 3.658
Close 3.859 3.742 -0.117 -3.0% 3.859
Range 0.036 0.169 0.133 369.4% 0.201
ATR 0.085 0.091 0.006 7.0% 0.000
Volume 2,130 610 -1,520 -71.4% 10,522
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.299 4.189 3.835
R3 4.130 4.020 3.788
R2 3.961 3.961 3.773
R1 3.851 3.851 3.757 3.822
PP 3.792 3.792 3.792 3.777
S1 3.682 3.682 3.727 3.653
S2 3.623 3.623 3.711
S3 3.454 3.513 3.696
S4 3.285 3.344 3.649
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.395 4.328 3.970
R3 4.194 4.127 3.914
R2 3.993 3.993 3.896
R1 3.926 3.926 3.877 3.960
PP 3.792 3.792 3.792 3.809
S1 3.725 3.725 3.841 3.759
S2 3.591 3.591 3.822
S3 3.390 3.524 3.804
S4 3.189 3.323 3.748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.901 3.658 0.243 6.5% 0.099 2.6% 35% True False 2,226
10 3.901 3.637 0.264 7.1% 0.086 2.3% 40% True False 2,387
20 4.162 3.637 0.525 14.0% 0.086 2.3% 20% False False 2,380
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 0.022
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.619
2.618 4.343
1.618 4.174
1.000 4.070
0.618 4.005
HIGH 3.901
0.618 3.836
0.500 3.817
0.382 3.797
LOW 3.732
0.618 3.628
1.000 3.563
1.618 3.459
2.618 3.290
4.250 3.014
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 3.817 3.795
PP 3.792 3.777
S1 3.767 3.760

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

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