NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 2.840 2.794 -0.046 -1.6% 2.824
High 2.840 2.799 -0.041 -1.4% 2.908
Low 2.777 2.741 -0.036 -1.3% 2.796
Close 2.784 2.749 -0.035 -1.3% 2.796
Range 0.063 0.058 -0.005 -7.9% 0.112
ATR 0.071 0.070 -0.001 -1.3% 0.000
Volume 9,023 12,781 3,758 41.6% 29,116
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 2.937 2.901 2.781
R3 2.879 2.843 2.765
R2 2.821 2.821 2.760
R1 2.785 2.785 2.754 2.774
PP 2.763 2.763 2.763 2.758
S1 2.727 2.727 2.744 2.716
S2 2.705 2.705 2.738
S3 2.647 2.669 2.733
S4 2.589 2.611 2.717
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 3.169 3.095 2.858
R3 3.057 2.983 2.827
R2 2.945 2.945 2.817
R1 2.871 2.871 2.806 2.852
PP 2.833 2.833 2.833 2.824
S1 2.759 2.759 2.786 2.740
S2 2.721 2.721 2.775
S3 2.609 2.647 2.765
S4 2.497 2.535 2.734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.889 2.741 0.148 5.4% 0.056 2.0% 5% False True 8,455
10 2.935 2.741 0.194 7.1% 0.062 2.3% 4% False True 8,098
20 3.065 2.741 0.324 11.8% 0.063 2.3% 2% False True 6,358
40 3.364 2.741 0.623 22.7% 0.075 2.7% 1% False True 6,152
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.046
2.618 2.951
1.618 2.893
1.000 2.857
0.618 2.835
HIGH 2.799
0.618 2.777
0.500 2.770
0.382 2.763
LOW 2.741
0.618 2.705
1.000 2.683
1.618 2.647
2.618 2.589
4.250 2.495
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 2.770 2.791
PP 2.763 2.777
S1 2.756 2.763

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

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