NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4.978 4.983 0.005 0.1% 4.803
High 5.010 5.015 0.005 0.1% 4.975
Low 4.924 4.961 0.037 0.8% 4.723
Close 4.986 4.975 -0.011 -0.2% 4.969
Range 0.086 0.054 -0.032 -37.2% 0.252
ATR 0.102 0.099 -0.003 -3.4% 0.000
Volume 17,720 12,144 -5,576 -31.5% 52,241
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 5.146 5.114 5.005
R3 5.092 5.060 4.990
R2 5.038 5.038 4.985
R1 5.006 5.006 4.980 4.995
PP 4.984 4.984 4.984 4.978
S1 4.952 4.952 4.970 4.941
S2 4.930 4.930 4.965
S3 4.876 4.898 4.960
S4 4.822 4.844 4.945
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.645 5.559 5.108
R3 5.393 5.307 5.038
R2 5.141 5.141 5.015
R1 5.055 5.055 4.992 5.098
PP 4.889 4.889 4.889 4.911
S1 4.803 4.803 4.946 4.846
S2 4.637 4.637 4.923
S3 4.385 4.551 4.900
S4 4.133 4.299 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.015 4.723 0.292 5.9% 0.099 2.0% 86% True False 13,062
10 5.015 4.556 0.459 9.2% 0.090 1.8% 91% True False 10,075
20 5.015 4.451 0.564 11.3% 0.093 1.9% 93% True False 8,199
40 5.015 4.307 0.708 14.2% 0.103 2.1% 94% True False 7,288
60 5.015 4.243 0.772 15.5% 0.098 2.0% 95% True False 6,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.245
2.618 5.156
1.618 5.102
1.000 5.069
0.618 5.048
HIGH 5.015
0.618 4.994
0.500 4.988
0.382 4.982
LOW 4.961
0.618 4.928
1.000 4.907
1.618 4.874
2.618 4.820
4.250 4.732
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4.988 4.962
PP 4.984 4.948
S1 4.979 4.935

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

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