NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.789 4.820 0.031 0.6% 5.167
High 4.866 4.827 -0.039 -0.8% 5.215
Low 4.784 4.714 -0.070 -1.5% 4.776
Close 4.789 4.719 -0.070 -1.5% 4.789
Range 0.082 0.113 0.031 37.8% 0.439
ATR 0.110 0.110 0.000 0.2% 0.000
Volume 12,869 6,621 -6,248 -48.6% 50,598
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 5.092 5.019 4.781
R3 4.979 4.906 4.750
R2 4.866 4.866 4.740
R1 4.793 4.793 4.729 4.773
PP 4.753 4.753 4.753 4.744
S1 4.680 4.680 4.709 4.660
S2 4.640 4.640 4.698
S3 4.527 4.567 4.688
S4 4.414 4.454 4.657
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 4.714 0.501 10.6% 0.133 2.8% 1% False True 8,855
10 5.215 4.714 0.501 10.6% 0.115 2.4% 1% False True 7,737
20 5.215 4.708 0.507 10.7% 0.106 2.2% 2% False False 6,119
40 5.215 4.613 0.602 12.8% 0.106 2.3% 18% False False 5,573
60 5.215 4.511 0.704 14.9% 0.100 2.1% 30% False False 4,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.307
2.618 5.123
1.618 5.010
1.000 4.940
0.618 4.897
HIGH 4.827
0.618 4.784
0.500 4.771
0.382 4.757
LOW 4.714
0.618 4.644
1.000 4.601
1.618 4.531
2.618 4.418
4.250 4.234
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.771 4.899
PP 4.753 4.839
S1 4.736 4.779

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

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