NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.465 4.579 0.114 2.6% 4.589
High 4.606 4.698 0.092 2.0% 4.671
Low 4.443 4.571 0.128 2.9% 4.443
Close 4.576 4.667 0.091 2.0% 4.576
Range 0.163 0.127 -0.036 -22.1% 0.228
ATR 0.115 0.115 0.001 0.8% 0.000
Volume 8,360 7,060 -1,300 -15.6% 34,362
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 5.026 4.974 4.737
R3 4.899 4.847 4.702
R2 4.772 4.772 4.690
R1 4.720 4.720 4.679 4.746
PP 4.645 4.645 4.645 4.659
S1 4.593 4.593 4.655 4.619
S2 4.518 4.518 4.644
S3 4.391 4.466 4.632
S4 4.264 4.339 4.597
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.247 5.140 4.701
R3 5.019 4.912 4.639
R2 4.791 4.791 4.618
R1 4.684 4.684 4.597 4.624
PP 4.563 4.563 4.563 4.533
S1 4.456 4.456 4.555 4.396
S2 4.335 4.335 4.534
S3 4.107 4.228 4.513
S4 3.879 4.000 4.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.698 4.443 0.255 5.5% 0.114 2.5% 88% True False 6,747
10 4.698 4.443 0.255 5.5% 0.110 2.4% 88% True False 9,327
20 5.015 4.443 0.572 12.3% 0.117 2.5% 39% False False 10,822
40 5.015 4.443 0.572 12.3% 0.110 2.3% 39% False False 9,067
60 5.015 4.243 0.772 16.5% 0.109 2.3% 55% False False 7,851
80 5.015 4.243 0.772 16.5% 0.101 2.2% 55% False False 6,670
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.238
2.618 5.030
1.618 4.903
1.000 4.825
0.618 4.776
HIGH 4.698
0.618 4.649
0.500 4.635
0.382 4.620
LOW 4.571
0.618 4.493
1.000 4.444
1.618 4.366
2.618 4.239
4.250 4.031
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.656 4.635
PP 4.645 4.603
S1 4.635 4.571

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

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