NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4.980 4.855 -0.125 -2.5% 4.803
High 4.980 4.862 -0.118 -2.4% 4.975
Low 4.871 4.540 -0.331 -6.8% 4.723
Close 4.880 4.594 -0.286 -5.9% 4.969
Range 0.109 0.322 0.213 195.4% 0.252
ATR 0.099 0.116 0.017 17.3% 0.000
Volume 10,713 9,080 -1,633 -15.2% 52,241
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.631 5.435 4.771
R3 5.309 5.113 4.683
R2 4.987 4.987 4.653
R1 4.791 4.791 4.624 4.728
PP 4.665 4.665 4.665 4.634
S1 4.469 4.469 4.564 4.406
S2 4.343 4.343 4.535
S3 4.021 4.147 4.505
S4 3.699 3.825 4.417
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 4.540 0.475 10.3% 0.138 3.0% 11% False True 15,126
10 5.015 4.540 0.475 10.3% 0.118 2.6% 11% False True 10,833
20 5.015 4.451 0.564 12.3% 0.106 2.3% 25% False False 8,665
40 5.015 4.307 0.708 15.4% 0.110 2.4% 41% False False 7,475
60 5.015 4.243 0.772 16.8% 0.102 2.2% 45% False False 6,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 6.231
2.618 5.705
1.618 5.383
1.000 5.184
0.618 5.061
HIGH 4.862
0.618 4.739
0.500 4.701
0.382 4.663
LOW 4.540
0.618 4.341
1.000 4.218
1.618 4.019
2.618 3.697
4.250 3.172
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.701 4.778
PP 4.665 4.716
S1 4.630 4.655

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

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