NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 4.820 4.760 -0.060 -1.2% 5.167
High 4.827 4.810 -0.017 -0.4% 5.215
Low 4.714 4.722 0.008 0.2% 4.776
Close 4.719 4.792 0.073 1.5% 4.789
Range 0.113 0.088 -0.025 -22.1% 0.439
ATR 0.110 0.109 -0.001 -1.2% 0.000
Volume 6,621 5,659 -962 -14.5% 50,598
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 5.039 5.003 4.840
R3 4.951 4.915 4.816
R2 4.863 4.863 4.808
R1 4.827 4.827 4.800 4.845
PP 4.775 4.775 4.775 4.784
S1 4.739 4.739 4.784 4.757
S2 4.687 4.687 4.776
S3 4.599 4.651 4.768
S4 4.511 4.563 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 5.193 4.714 0.479 10.0% 0.141 3.0% 16% False False 7,109
10 5.215 4.714 0.501 10.5% 0.117 2.4% 16% False False 7,922
20 5.215 4.714 0.501 10.5% 0.104 2.2% 16% False False 6,192
40 5.215 4.613 0.602 12.6% 0.106 2.2% 30% False False 5,648
60 5.215 4.511 0.704 14.7% 0.101 2.1% 40% False False 4,666
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.184
2.618 5.040
1.618 4.952
1.000 4.898
0.618 4.864
HIGH 4.810
0.618 4.776
0.500 4.766
0.382 4.756
LOW 4.722
0.618 4.668
1.000 4.634
1.618 4.580
2.618 4.492
4.250 4.348
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 4.783 4.791
PP 4.775 4.791
S1 4.766 4.790

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

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