NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.510 4.546 0.036 0.8% 4.589
High 4.565 4.606 0.041 0.9% 4.614
Low 4.464 4.511 0.047 1.1% 4.464
Close 4.551 4.592 0.041 0.9% 4.592
Range 0.101 0.095 -0.006 -5.9% 0.150
ATR 0.114 0.113 -0.001 -1.2% 0.000
Volume 14,061 12,353 -1,708 -12.1% 62,827
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.855 4.818 4.644
R3 4.760 4.723 4.618
R2 4.665 4.665 4.609
R1 4.628 4.628 4.601 4.647
PP 4.570 4.570 4.570 4.579
S1 4.533 4.533 4.583 4.552
S2 4.475 4.475 4.575
S3 4.380 4.438 4.566
S4 4.285 4.343 4.540
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5.007 4.949 4.675
R3 4.857 4.799 4.633
R2 4.707 4.707 4.620
R1 4.649 4.649 4.606 4.678
PP 4.557 4.557 4.557 4.571
S1 4.499 4.499 4.578 4.528
S2 4.407 4.407 4.565
S3 4.257 4.349 4.551
S4 4.107 4.199 4.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.614 4.464 0.150 3.3% 0.104 2.3% 85% False False 12,565
10 5.015 4.464 0.551 12.0% 0.120 2.6% 23% False False 13,354
20 5.015 4.464 0.551 12.0% 0.109 2.4% 23% False False 11,048
40 5.015 4.451 0.564 12.3% 0.107 2.3% 25% False False 9,054
60 5.015 4.243 0.772 16.8% 0.107 2.3% 45% False False 7,458
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.010
2.618 4.855
1.618 4.760
1.000 4.701
0.618 4.665
HIGH 4.606
0.618 4.570
0.500 4.559
0.382 4.547
LOW 4.511
0.618 4.452
1.000 4.416
1.618 4.357
2.618 4.262
4.250 4.107
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.581 4.574
PP 4.570 4.556
S1 4.559 4.538

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

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