NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.598 4.539 -0.059 -1.3% 4.589
High 4.598 4.552 -0.046 -1.0% 4.614
Low 4.546 4.462 -0.084 -1.8% 4.464
Close 4.562 4.467 -0.095 -2.1% 4.592
Range 0.052 0.090 0.038 73.1% 0.150
ATR 0.112 0.111 -0.001 -0.7% 0.000
Volume 8,135 3,799 -4,336 -53.3% 62,827
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.764 4.705 4.517
R3 4.674 4.615 4.492
R2 4.584 4.584 4.484
R1 4.525 4.525 4.475 4.510
PP 4.494 4.494 4.494 4.486
S1 4.435 4.435 4.459 4.420
S2 4.404 4.404 4.451
S3 4.314 4.345 4.442
S4 4.224 4.255 4.418
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 4.462 0.209 4.7% 0.102 2.3% 2% False True 7,671
10 4.671 4.462 0.209 4.7% 0.105 2.3% 2% False True 10,988
20 5.015 4.462 0.553 12.4% 0.111 2.5% 1% False True 10,911
40 5.015 4.451 0.564 12.6% 0.110 2.5% 3% False False 9,175
60 5.015 4.243 0.772 17.3% 0.108 2.4% 29% False False 7,736
80 5.015 4.243 0.772 17.3% 0.100 2.2% 29% False False 6,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.935
2.618 4.788
1.618 4.698
1.000 4.642
0.618 4.608
HIGH 4.552
0.618 4.518
0.500 4.507
0.382 4.496
LOW 4.462
0.618 4.406
1.000 4.372
1.618 4.316
2.618 4.226
4.250 4.080
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.507 4.563
PP 4.494 4.531
S1 4.480 4.499

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

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