NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 5.066 5.167 0.101 2.0% 5.020
High 5.173 5.207 0.034 0.7% 5.173
Low 5.060 5.124 0.064 1.3% 4.945
Close 5.165 5.188 0.023 0.4% 5.165
Range 0.113 0.083 -0.030 -26.5% 0.228
ATR 0.100 0.099 -0.001 -1.2% 0.000
Volume 10,007 12,941 2,934 29.3% 25,185
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 5.422 5.388 5.234
R3 5.339 5.305 5.211
R2 5.256 5.256 5.203
R1 5.222 5.222 5.196 5.239
PP 5.173 5.173 5.173 5.182
S1 5.139 5.139 5.180 5.156
S2 5.090 5.090 5.173
S3 5.007 5.056 5.165
S4 4.924 4.973 5.142
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.778 5.700 5.290
R3 5.550 5.472 5.228
R2 5.322 5.322 5.207
R1 5.244 5.244 5.186 5.283
PP 5.094 5.094 5.094 5.114
S1 5.016 5.016 5.144 5.055
S2 4.866 4.866 5.123
S3 4.638 4.788 5.102
S4 4.410 4.560 5.040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.207 4.945 0.262 5.1% 0.097 1.9% 93% True False 6,620
10 5.207 4.750 0.457 8.8% 0.098 1.9% 96% True False 5,495
20 5.207 4.708 0.499 9.6% 0.092 1.8% 96% True False 5,265
40 5.207 4.520 0.687 13.2% 0.102 2.0% 97% True False 4,867
60 5.207 4.511 0.696 13.4% 0.096 1.9% 97% True False 4,095
Crabel Price Patterns
NR True
NR4 True
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.560
2.618 5.424
1.618 5.341
1.000 5.290
0.618 5.258
HIGH 5.207
0.618 5.175
0.500 5.166
0.382 5.156
LOW 5.124
0.618 5.073
1.000 5.041
1.618 4.990
2.618 4.907
4.250 4.771
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 5.181 5.152
PP 5.173 5.116
S1 5.166 5.080

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

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