NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 4.983 4.980 -0.003 -0.1% 4.803
High 5.015 4.980 -0.035 -0.7% 4.975
Low 4.961 4.871 -0.090 -1.8% 4.723
Close 4.975 4.880 -0.095 -1.9% 4.969
Range 0.054 0.109 0.055 101.9% 0.252
ATR 0.099 0.099 0.001 0.8% 0.000
Volume 12,144 10,713 -1,431 -11.8% 52,241
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 5.237 5.168 4.940
R3 5.128 5.059 4.910
R2 5.019 5.019 4.900
R1 4.950 4.950 4.890 4.930
PP 4.910 4.910 4.910 4.901
S1 4.841 4.841 4.870 4.821
S2 4.801 4.801 4.860
S3 4.692 4.732 4.850
S4 4.583 4.623 4.820
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 4.730 0.285 5.8% 0.104 2.1% 53% False False 14,191
10 5.015 4.643 0.372 7.6% 0.091 1.9% 64% False False 10,497
20 5.015 4.451 0.564 11.6% 0.095 1.9% 76% False False 8,435
40 5.015 4.307 0.708 14.5% 0.103 2.1% 81% False False 7,423
60 5.015 4.243 0.772 15.8% 0.098 2.0% 83% False False 6,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.443
2.618 5.265
1.618 5.156
1.000 5.089
0.618 5.047
HIGH 4.980
0.618 4.938
0.500 4.926
0.382 4.913
LOW 4.871
0.618 4.804
1.000 4.762
1.618 4.695
2.618 4.586
4.250 4.408
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 4.926 4.943
PP 4.910 4.922
S1 4.895 4.901

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

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