NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.553 4.589 0.036 0.8% 4.978
High 4.652 4.614 -0.038 -0.8% 5.015
Low 4.540 4.492 -0.048 -1.1% 4.540
Close 4.569 4.499 -0.070 -1.5% 4.569
Range 0.112 0.122 0.010 8.9% 0.475
ATR 0.116 0.117 0.000 0.4% 0.000
Volume 21,059 10,976 -10,083 -47.9% 70,716
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 4.901 4.822 4.566
R3 4.779 4.700 4.533
R2 4.657 4.657 4.521
R1 4.578 4.578 4.510 4.557
PP 4.535 4.535 4.535 4.524
S1 4.456 4.456 4.488 4.435
S2 4.413 4.413 4.477
S3 4.291 4.334 4.465
S4 4.169 4.212 4.432
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 4.492 0.523 11.6% 0.144 3.2% 1% False True 12,794
10 5.015 4.492 0.523 11.6% 0.124 2.7% 1% False True 12,317
20 5.015 4.451 0.564 12.5% 0.110 2.4% 9% False False 9,560
40 5.015 4.345 0.670 14.9% 0.111 2.5% 23% False False 8,113
60 5.015 4.243 0.772 17.2% 0.104 2.3% 33% False False 6,820
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.133
2.618 4.933
1.618 4.811
1.000 4.736
0.618 4.689
HIGH 4.614
0.618 4.567
0.500 4.553
0.382 4.539
LOW 4.492
0.618 4.417
1.000 4.370
1.618 4.295
2.618 4.173
4.250 3.974
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.553 4.677
PP 4.535 4.618
S1 4.517 4.558

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

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