NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.343 4.246 -0.097 -2.2% 4.362
High 4.343 4.396 0.053 1.2% 4.469
Low 4.239 4.219 -0.020 -0.5% 4.219
Close 4.244 4.367 0.123 2.9% 4.367
Range 0.104 0.177 0.073 70.2% 0.250
ATR 0.124 0.127 0.004 3.1% 0.000
Volume 9,238 16,964 7,726 83.6% 58,173
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 4.858 4.790 4.464
R3 4.681 4.613 4.416
R2 4.504 4.504 4.399
R1 4.436 4.436 4.383 4.470
PP 4.327 4.327 4.327 4.345
S1 4.259 4.259 4.351 4.293
S2 4.150 4.150 4.335
S3 3.973 4.082 4.318
S4 3.796 3.905 4.270
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.984 4.505
R3 4.852 4.734 4.436
R2 4.602 4.602 4.413
R1 4.484 4.484 4.390 4.543
PP 4.352 4.352 4.352 4.381
S1 4.234 4.234 4.344 4.293
S2 4.102 4.102 4.321
S3 3.852 3.984 4.298
S4 3.602 3.734 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.469 4.219 0.250 5.7% 0.126 2.9% 59% False True 11,634
10 4.469 4.219 0.250 5.7% 0.123 2.8% 59% False True 15,513
20 4.850 4.219 0.631 14.4% 0.128 2.9% 23% False True 16,412
40 4.850 4.208 0.642 14.7% 0.126 2.9% 25% False False 14,157
60 4.850 4.011 0.839 19.2% 0.125 2.9% 42% False False 12,688
80 4.850 4.011 0.839 19.2% 0.118 2.7% 42% False False 10,641
100 4.888 4.011 0.877 20.1% 0.116 2.7% 41% False False 9,064
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 0.025
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.148
2.618 4.859
1.618 4.682
1.000 4.573
0.618 4.505
HIGH 4.396
0.618 4.328
0.500 4.308
0.382 4.287
LOW 4.219
0.618 4.110
1.000 4.042
1.618 3.933
2.618 3.756
4.250 3.467
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.347 4.347
PP 4.327 4.327
S1 4.308 4.308

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

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