NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.519 4.558 0.039 0.9% 4.978
High 4.599 4.611 0.012 0.3% 5.015
Low 4.506 4.501 -0.005 -0.1% 4.540
Close 4.577 4.529 -0.048 -1.0% 4.569
Range 0.093 0.110 0.017 18.3% 0.475
ATR 0.115 0.115 0.000 -0.3% 0.000
Volume 13,843 11,594 -2,249 -16.2% 70,716
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 4.877 4.813 4.590
R3 4.767 4.703 4.559
R2 4.657 4.657 4.549
R1 4.593 4.593 4.539 4.570
PP 4.547 4.547 4.547 4.536
S1 4.483 4.483 4.519 4.460
S2 4.437 4.437 4.509
S3 4.327 4.373 4.499
S4 4.217 4.263 4.469
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 4.862 4.492 0.370 8.2% 0.152 3.4% 10% False False 13,310
10 5.015 4.492 0.523 11.5% 0.128 2.8% 7% False False 13,750
20 5.015 4.492 0.523 11.5% 0.111 2.4% 7% False False 10,332
40 5.015 4.451 0.564 12.5% 0.109 2.4% 14% False False 8,587
60 5.015 4.243 0.772 17.0% 0.106 2.3% 37% False False 7,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.079
2.618 4.899
1.618 4.789
1.000 4.721
0.618 4.679
HIGH 4.611
0.618 4.569
0.500 4.556
0.382 4.543
LOW 4.501
0.618 4.433
1.000 4.391
1.618 4.323
2.618 4.213
4.250 4.034
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.556 4.553
PP 4.547 4.545
S1 4.538 4.537

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

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