NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.646 4.598 -0.048 -1.0% 4.589
High 4.663 4.598 -0.065 -1.4% 4.614
Low 4.523 4.546 0.023 0.5% 4.464
Close 4.543 4.562 0.019 0.4% 4.592
Range 0.140 0.052 -0.088 -62.9% 0.150
ATR 0.116 0.112 -0.004 -3.8% 0.000
Volume 6,385 8,135 1,750 27.4% 62,827
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.725 4.695 4.591
R3 4.673 4.643 4.576
R2 4.621 4.621 4.572
R1 4.591 4.591 4.567 4.580
PP 4.569 4.569 4.569 4.563
S1 4.539 4.539 4.557 4.528
S2 4.517 4.517 4.552
S3 4.465 4.487 4.548
S4 4.413 4.435 4.533
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 4.5% 0.104 2.3% 47% False False 9,723
10 4.862 4.464 0.398 8.7% 0.128 2.8% 25% False False 11,516
20 5.015 4.464 0.551 12.1% 0.110 2.4% 18% False False 11,006
40 5.015 4.451 0.564 12.4% 0.109 2.4% 20% False False 9,217
60 5.015 4.243 0.772 16.9% 0.108 2.4% 41% False False 7,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.819
2.618 4.734
1.618 4.682
1.000 4.650
0.618 4.630
HIGH 4.598
0.618 4.578
0.500 4.572
0.382 4.566
LOW 4.546
0.618 4.514
1.000 4.494
1.618 4.462
2.618 4.410
4.250 4.325
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.572 4.597
PP 4.569 4.585
S1 4.565 4.574

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

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