NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4.710 4.655 -0.055 -1.2% 4.579
High 4.725 4.787 0.062 1.3% 4.787
Low 4.552 4.621 0.069 1.5% 4.552
Close 4.622 4.759 0.137 3.0% 4.759
Range 0.173 0.166 -0.007 -4.0% 0.235
ATR 0.116 0.120 0.004 3.1% 0.000
Volume 8,126 11,242 3,116 38.3% 40,314
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.220 5.156 4.850
R3 5.054 4.990 4.805
R2 4.888 4.888 4.789
R1 4.824 4.824 4.774 4.856
PP 4.722 4.722 4.722 4.739
S1 4.658 4.658 4.744 4.690
S2 4.556 4.556 4.729
S3 4.390 4.492 4.713
S4 4.224 4.326 4.668
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.404 5.317 4.888
R3 5.169 5.082 4.824
R2 4.934 4.934 4.802
R1 4.847 4.847 4.781 4.891
PP 4.699 4.699 4.699 4.721
S1 4.612 4.612 4.737 4.656
S2 4.464 4.464 4.716
S3 4.229 4.377 4.694
S4 3.994 4.142 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.787 4.552 0.235 4.9% 0.129 2.7% 88% True False 8,062
10 4.787 4.443 0.344 7.2% 0.123 2.6% 92% True False 7,467
20 5.015 4.443 0.572 12.0% 0.121 2.6% 55% False False 10,410
40 5.015 4.443 0.572 12.0% 0.109 2.3% 55% False False 9,068
60 5.015 4.243 0.772 16.2% 0.111 2.3% 67% False False 7,971
80 5.015 4.243 0.772 16.2% 0.104 2.2% 67% False False 6,924
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.493
2.618 5.222
1.618 5.056
1.000 4.953
0.618 4.890
HIGH 4.787
0.618 4.724
0.500 4.704
0.382 4.684
LOW 4.621
0.618 4.518
1.000 4.455
1.618 4.352
2.618 4.186
4.250 3.916
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4.741 4.729
PP 4.722 4.699
S1 4.704 4.670

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

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