NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 5.075 4.789 -0.286 -5.6% 5.167
High 5.083 4.866 -0.217 -4.3% 5.215
Low 4.776 4.784 0.008 0.2% 4.776
Close 4.815 4.789 -0.026 -0.5% 4.789
Range 0.307 0.082 -0.225 -73.3% 0.439
ATR 0.112 0.110 -0.002 -1.9% 0.000
Volume 5,289 12,869 7,580 143.3% 50,598
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 5.059 5.006 4.834
R3 4.977 4.924 4.812
R2 4.895 4.895 4.804
R1 4.842 4.842 4.797 4.830
PP 4.813 4.813 4.813 4.807
S1 4.760 4.760 4.781 4.748
S2 4.731 4.731 4.774
S3 4.649 4.678 4.766
S4 4.567 4.596 4.744
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.244 5.955 5.030
R3 5.805 5.516 4.910
R2 5.366 5.366 4.869
R1 5.077 5.077 4.829 5.002
PP 4.927 4.927 4.927 4.889
S1 4.638 4.638 4.749 4.563
S2 4.488 4.488 4.709
S3 4.049 4.199 4.668
S4 3.610 3.760 4.548
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 9.2% 0.127 2.6% 3% False False 10,119
10 5.215 4.776 0.439 9.2% 0.111 2.3% 3% False False 7,578
20 5.215 4.708 0.507 10.6% 0.103 2.1% 16% False False 6,115
40 5.215 4.582 0.633 13.2% 0.106 2.2% 33% False False 5,485
60 5.215 4.511 0.704 14.7% 0.100 2.1% 39% False False 4,534
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.215
2.618 5.081
1.618 4.999
1.000 4.948
0.618 4.917
HIGH 4.866
0.618 4.835
0.500 4.825
0.382 4.815
LOW 4.784
0.618 4.733
1.000 4.702
1.618 4.651
2.618 4.569
4.250 4.436
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.825 4.985
PP 4.813 4.919
S1 4.801 4.854

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

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