NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.546 4.589 0.043 0.9% 4.589
High 4.606 4.671 0.065 1.4% 4.614
Low 4.511 4.538 0.027 0.6% 4.464
Close 4.592 4.658 0.066 1.4% 4.592
Range 0.095 0.133 0.038 40.0% 0.150
ATR 0.113 0.114 0.001 1.3% 0.000
Volume 12,353 7,683 -4,670 -37.8% 62,827
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 5.021 4.973 4.731
R3 4.888 4.840 4.695
R2 4.755 4.755 4.682
R1 4.707 4.707 4.670 4.731
PP 4.622 4.622 4.622 4.635
S1 4.574 4.574 4.646 4.598
S2 4.489 4.489 4.634
S3 4.356 4.441 4.621
S4 4.223 4.308 4.585
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 4.671 4.464 0.207 4.4% 0.106 2.3% 94% True False 11,906
10 5.015 4.464 0.551 11.8% 0.125 2.7% 35% False False 12,350
20 5.015 4.464 0.551 11.8% 0.112 2.4% 35% False False 10,741
40 5.015 4.451 0.564 12.1% 0.108 2.3% 37% False False 9,101
60 5.015 4.243 0.772 16.6% 0.108 2.3% 54% False False 7,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.236
2.618 5.019
1.618 4.886
1.000 4.804
0.618 4.753
HIGH 4.671
0.618 4.620
0.500 4.605
0.382 4.589
LOW 4.538
0.618 4.456
1.000 4.405
1.618 4.323
2.618 4.190
4.250 3.973
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.640 4.628
PP 4.622 4.598
S1 4.605 4.568

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

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