NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 5.167 5.179 0.012 0.2% 5.020
High 5.207 5.215 0.008 0.2% 5.173
Low 5.124 5.171 0.047 0.9% 4.945
Close 5.188 5.185 -0.003 -0.1% 5.165
Range 0.083 0.044 -0.039 -47.0% 0.228
ATR 0.099 0.095 -0.004 -4.0% 0.000
Volume 12,941 14,388 1,447 11.2% 25,185
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 5.322 5.298 5.209
R3 5.278 5.254 5.197
R2 5.234 5.234 5.193
R1 5.210 5.210 5.189 5.222
PP 5.190 5.190 5.190 5.197
S1 5.166 5.166 5.181 5.178
S2 5.146 5.146 5.177
S3 5.102 5.122 5.173
S4 5.058 5.078 5.161
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 5.215 4.945 0.270 5.2% 0.093 1.8% 89% True False 8,734
10 5.215 4.771 0.444 8.6% 0.087 1.7% 93% True False 6,621
20 5.215 4.708 0.507 9.8% 0.091 1.8% 94% True False 5,724
40 5.215 4.566 0.649 12.5% 0.100 1.9% 95% True False 5,156
60 5.215 4.511 0.704 13.6% 0.096 1.9% 96% True False 4,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.022
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 5.402
2.618 5.330
1.618 5.286
1.000 5.259
0.618 5.242
HIGH 5.215
0.618 5.198
0.500 5.193
0.382 5.188
LOW 5.171
0.618 5.144
1.000 5.127
1.618 5.100
2.618 5.056
4.250 4.984
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 5.193 5.169
PP 5.190 5.153
S1 5.188 5.138

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

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