NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.558 4.510 -0.048 -1.1% 4.978
High 4.611 4.565 -0.046 -1.0% 5.015
Low 4.501 4.464 -0.037 -0.8% 4.540
Close 4.529 4.551 0.022 0.5% 4.569
Range 0.110 0.101 -0.009 -8.2% 0.475
ATR 0.115 0.114 -0.001 -0.9% 0.000
Volume 11,594 14,061 2,467 21.3% 70,716
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 4.830 4.791 4.607
R3 4.729 4.690 4.579
R2 4.628 4.628 4.570
R1 4.589 4.589 4.560 4.609
PP 4.527 4.527 4.527 4.536
S1 4.488 4.488 4.542 4.508
S2 4.426 4.426 4.532
S3 4.325 4.387 4.523
S4 4.224 4.286 4.495
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 4.652 4.464 0.188 4.1% 0.108 2.4% 46% False True 14,306
10 5.015 4.464 0.551 12.1% 0.123 2.7% 16% False True 14,716
20 5.015 4.464 0.551 12.1% 0.112 2.5% 16% False True 10,783
40 5.015 4.451 0.564 12.4% 0.109 2.4% 18% False False 8,825
60 5.015 4.243 0.772 17.0% 0.106 2.3% 40% False False 7,279
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.994
2.618 4.829
1.618 4.728
1.000 4.666
0.618 4.627
HIGH 4.565
0.618 4.526
0.500 4.515
0.382 4.503
LOW 4.464
0.618 4.402
1.000 4.363
1.618 4.301
2.618 4.200
4.250 4.035
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.539 4.547
PP 4.527 4.542
S1 4.515 4.538

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

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