NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 5.179 5.161 -0.018 -0.3% 5.020
High 5.215 5.193 -0.022 -0.4% 5.173
Low 5.171 5.076 -0.095 -1.8% 4.945
Close 5.185 5.092 -0.093 -1.8% 5.165
Range 0.044 0.117 0.073 165.9% 0.228
ATR 0.095 0.096 0.002 1.7% 0.000
Volume 14,388 5,111 -9,277 -64.5% 25,185
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 5.471 5.399 5.156
R3 5.354 5.282 5.124
R2 5.237 5.237 5.113
R1 5.165 5.165 5.103 5.143
PP 5.120 5.120 5.120 5.109
S1 5.048 5.048 5.081 5.026
S2 5.003 5.003 5.071
S3 4.886 4.931 5.060
S4 4.769 4.814 5.028
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 4.953 0.262 5.1% 0.097 1.9% 53% False False 8,986
10 5.215 4.868 0.347 6.8% 0.089 1.7% 65% False False 6,621
20 5.215 4.708 0.507 10.0% 0.093 1.8% 76% False False 5,707
40 5.215 4.566 0.649 12.7% 0.100 2.0% 81% False False 5,186
60 5.215 4.511 0.704 13.8% 0.096 1.9% 83% False False 4,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.690
2.618 5.499
1.618 5.382
1.000 5.310
0.618 5.265
HIGH 5.193
0.618 5.148
0.500 5.135
0.382 5.121
LOW 5.076
0.618 5.004
1.000 4.959
1.618 4.887
2.618 4.770
4.250 4.579
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 5.135 5.146
PP 5.120 5.128
S1 5.106 5.110

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

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