NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.589 4.646 0.057 1.2% 4.589
High 4.671 4.663 -0.008 -0.2% 4.614
Low 4.538 4.523 -0.015 -0.3% 4.464
Close 4.658 4.543 -0.115 -2.5% 4.592
Range 0.133 0.140 0.007 5.3% 0.150
ATR 0.114 0.116 0.002 1.6% 0.000
Volume 7,683 6,385 -1,298 -16.9% 62,827
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 4.996 4.910 4.620
R3 4.856 4.770 4.582
R2 4.716 4.716 4.569
R1 4.630 4.630 4.556 4.603
PP 4.576 4.576 4.576 4.563
S1 4.490 4.490 4.530 4.463
S2 4.436 4.436 4.517
S3 4.296 4.350 4.505
S4 4.156 4.210 4.466
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 4.6% 0.116 2.5% 38% False False 10,415
10 4.980 4.464 0.516 11.4% 0.134 2.9% 15% False False 11,774
20 5.015 4.464 0.551 12.1% 0.112 2.5% 14% False False 10,925
40 5.015 4.451 0.564 12.4% 0.110 2.4% 16% False False 9,110
60 5.015 4.243 0.772 17.0% 0.109 2.4% 39% False False 7,588
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 True
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 5.030
1.618 4.890
1.000 4.803
0.618 4.750
HIGH 4.663
0.618 4.610
0.500 4.593
0.382 4.576
LOW 4.523
0.618 4.436
1.000 4.383
1.618 4.296
2.618 4.156
4.250 3.928
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.593 4.591
PP 4.576 4.575
S1 4.560 4.559

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

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