NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 4.855 4.553 -0.302 -6.2% 4.978
High 4.862 4.652 -0.210 -4.3% 5.015
Low 4.540 4.540 0.000 0.0% 4.540
Close 4.594 4.569 -0.025 -0.5% 4.569
Range 0.322 0.112 -0.210 -65.2% 0.475
ATR 0.116 0.116 0.000 -0.3% 0.000
Volume 9,080 21,059 11,979 131.9% 70,716
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 4.923 4.858 4.631
R3 4.811 4.746 4.600
R2 4.699 4.699 4.590
R1 4.634 4.634 4.579 4.667
PP 4.587 4.587 4.587 4.603
S1 4.522 4.522 4.559 4.555
S2 4.475 4.475 4.548
S3 4.363 4.410 4.538
S4 4.251 4.298 4.507
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.133 5.826 4.830
R3 5.658 5.351 4.700
R2 5.183 5.183 4.656
R1 4.876 4.876 4.613 4.792
PP 4.708 4.708 4.708 4.666
S1 4.401 4.401 4.525 4.317
S2 4.233 4.233 4.482
S3 3.758 3.926 4.438
S4 3.283 3.451 4.308
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 10.4% 0.137 3.0% 6% False True 14,143
10 5.015 4.540 0.475 10.4% 0.119 2.6% 6% False True 12,295
20 5.015 4.451 0.564 12.3% 0.106 2.3% 21% False False 9,434
40 5.015 4.329 0.686 15.0% 0.110 2.4% 35% False False 7,939
60 5.015 4.243 0.772 16.9% 0.103 2.3% 42% False False 6,677
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.128
2.618 4.945
1.618 4.833
1.000 4.764
0.618 4.721
HIGH 4.652
0.618 4.609
0.500 4.596
0.382 4.583
LOW 4.540
0.618 4.471
1.000 4.428
1.618 4.359
2.618 4.247
4.250 4.064
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.596 4.760
PP 4.587 4.696
S1 4.578 4.633

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

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