NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.820 4.752 -0.068 -1.4% 5.167
High 4.825 4.785 -0.040 -0.8% 5.215
Low 4.723 4.679 -0.044 -0.9% 4.776
Close 4.748 4.774 0.026 0.5% 4.789
Range 0.102 0.106 0.004 3.9% 0.439
ATR 0.108 0.108 0.000 -0.1% 0.000
Volume 8,384 6,322 -2,062 -24.6% 50,598
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 5.064 5.025 4.832
R3 4.958 4.919 4.803
R2 4.852 4.852 4.793
R1 4.813 4.813 4.784 4.833
PP 4.746 4.746 4.746 4.756
S1 4.707 4.707 4.764 4.727
S2 4.640 4.640 4.755
S3 4.534 4.601 4.745
S4 4.428 4.495 4.716
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 4.866 4.679 0.187 3.9% 0.098 2.1% 51% False True 7,971
10 5.215 4.679 0.536 11.2% 0.116 2.4% 18% False True 8,759
20 5.215 4.679 0.536 11.2% 0.108 2.3% 18% False True 6,583
40 5.215 4.679 0.536 11.2% 0.105 2.2% 18% False True 5,837
60 5.215 4.511 0.704 14.7% 0.103 2.1% 37% False False 4,821
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5.236
2.618 5.063
1.618 4.957
1.000 4.891
0.618 4.851
HIGH 4.785
0.618 4.745
0.500 4.732
0.382 4.719
LOW 4.679
0.618 4.613
1.000 4.573
1.618 4.507
2.618 4.401
4.250 4.229
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.760 4.767
PP 4.746 4.759
S1 4.732 4.752

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

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