NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.760 4.820 0.060 1.3% 5.167
High 4.810 4.825 0.015 0.3% 5.215
Low 4.722 4.723 0.001 0.0% 4.776
Close 4.792 4.748 -0.044 -0.9% 4.789
Range 0.088 0.102 0.014 15.9% 0.439
ATR 0.109 0.108 0.000 -0.4% 0.000
Volume 5,659 8,384 2,725 48.2% 50,598
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 5.071 5.012 4.804
R3 4.969 4.910 4.776
R2 4.867 4.867 4.767
R1 4.808 4.808 4.757 4.787
PP 4.765 4.765 4.765 4.755
S1 4.706 4.706 4.739 4.685
S2 4.663 4.663 4.729
S3 4.561 4.604 4.720
S4 4.459 4.502 4.692
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 5.083 4.714 0.369 7.8% 0.138 2.9% 9% False False 7,764
10 5.215 4.714 0.501 10.6% 0.118 2.5% 7% False False 8,375
20 5.215 4.714 0.501 10.6% 0.107 2.2% 7% False False 6,445
40 5.215 4.708 0.507 10.7% 0.105 2.2% 8% False False 5,785
60 5.215 4.511 0.704 14.8% 0.102 2.1% 34% False False 4,750
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 5.259
2.618 5.092
1.618 4.990
1.000 4.927
0.618 4.888
HIGH 4.825
0.618 4.786
0.500 4.774
0.382 4.762
LOW 4.723
0.618 4.660
1.000 4.621
1.618 4.558
2.618 4.456
4.250 4.290
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.774 4.771
PP 4.765 4.763
S1 4.757 4.756

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

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