NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.452 4.492 0.040 0.9% 4.362
High 4.500 4.529 0.029 0.6% 4.469
Low 4.437 4.311 -0.126 -2.8% 4.219
Close 4.496 4.429 -0.067 -1.5% 4.367
Range 0.063 0.218 0.155 246.0% 0.250
ATR 0.124 0.131 0.007 5.4% 0.000
Volume 16,343 14,393 -1,950 -11.9% 58,173
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 5.077 4.971 4.549
R3 4.859 4.753 4.489
R2 4.641 4.641 4.469
R1 4.535 4.535 4.449 4.479
PP 4.423 4.423 4.423 4.395
S1 4.317 4.317 4.409 4.261
S2 4.205 4.205 4.389
S3 3.987 4.099 4.369
S4 3.769 3.881 4.309
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 4.529 4.219 0.310 7.0% 0.146 3.3% 68% True False 14,601
10 4.529 4.219 0.310 7.0% 0.130 2.9% 68% True False 12,828
20 4.850 4.219 0.631 14.2% 0.133 3.0% 33% False False 17,608
40 4.850 4.208 0.642 14.5% 0.124 2.8% 34% False False 14,669
60 4.850 4.011 0.839 18.9% 0.125 2.8% 50% False False 13,134
80 4.850 4.011 0.839 18.9% 0.119 2.7% 50% False False 11,186
100 4.888 4.011 0.877 19.8% 0.118 2.7% 48% False False 9,574
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 0.026
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.456
2.618 5.100
1.618 4.882
1.000 4.747
0.618 4.664
HIGH 4.529
0.618 4.446
0.500 4.420
0.382 4.394
LOW 4.311
0.618 4.176
1.000 4.093
1.618 3.958
2.618 3.740
4.250 3.385
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.426 4.426
PP 4.423 4.423
S1 4.420 4.420

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

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