NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 5.161 5.075 -0.086 -1.7% 5.020
High 5.193 5.083 -0.110 -2.1% 5.173
Low 5.076 4.776 -0.300 -5.9% 4.945
Close 5.092 4.815 -0.277 -5.4% 5.165
Range 0.117 0.307 0.190 162.4% 0.228
ATR 0.096 0.112 0.016 16.3% 0.000
Volume 5,111 5,289 178 3.5% 25,185
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.812 5.621 4.984
R3 5.505 5.314 4.899
R2 5.198 5.198 4.871
R1 5.007 5.007 4.843 4.949
PP 4.891 4.891 4.891 4.863
S1 4.700 4.700 4.787 4.642
S2 4.584 4.584 4.759
S3 4.277 4.393 4.731
S4 3.970 4.086 4.646
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 4.776 0.439 9.1% 0.133 2.8% 9% False True 9,547
10 5.215 4.776 0.439 9.1% 0.113 2.4% 9% False True 6,582
20 5.215 4.708 0.507 10.5% 0.103 2.1% 21% False False 5,705
40 5.215 4.566 0.649 13.5% 0.106 2.2% 38% False False 5,231
60 5.215 4.511 0.704 14.6% 0.100 2.1% 43% False False 4,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 6.388
2.618 5.887
1.618 5.580
1.000 5.390
0.618 5.273
HIGH 5.083
0.618 4.966
0.500 4.930
0.382 4.893
LOW 4.776
0.618 4.586
1.000 4.469
1.618 4.279
2.618 3.972
4.250 3.471
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.930 4.996
PP 4.891 4.935
S1 4.853 4.875

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

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