NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.752 4.753 0.001 0.0% 4.820
High 4.785 4.825 0.040 0.8% 4.827
Low 4.679 4.733 0.054 1.2% 4.679
Close 4.774 4.808 0.034 0.7% 4.808
Range 0.106 0.092 -0.014 -13.2% 0.148
ATR 0.108 0.107 -0.001 -1.1% 0.000
Volume 6,322 5,433 -889 -14.1% 32,419
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 5.065 5.028 4.859
R3 4.973 4.936 4.833
R2 4.881 4.881 4.825
R1 4.844 4.844 4.816 4.863
PP 4.789 4.789 4.789 4.798
S1 4.752 4.752 4.800 4.771
S2 4.697 4.697 4.791
S3 4.605 4.660 4.783
S4 4.513 4.568 4.757
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5.215 5.160 4.889
R3 5.067 5.012 4.849
R2 4.919 4.919 4.835
R1 4.864 4.864 4.822 4.818
PP 4.771 4.771 4.771 4.748
S1 4.716 4.716 4.794 4.670
S2 4.623 4.623 4.781
S3 4.475 4.568 4.767
S4 4.327 4.420 4.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.827 4.679 0.148 3.1% 0.100 2.1% 87% False False 6,483
10 5.215 4.679 0.536 11.1% 0.113 2.4% 24% False False 8,301
20 5.215 4.679 0.536 11.1% 0.105 2.2% 24% False False 6,668
40 5.215 4.679 0.536 11.1% 0.104 2.2% 24% False False 5,894
60 5.215 4.511 0.704 14.6% 0.103 2.1% 42% False False 4,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.216
2.618 5.066
1.618 4.974
1.000 4.917
0.618 4.882
HIGH 4.825
0.618 4.790
0.500 4.779
0.382 4.768
LOW 4.733
0.618 4.676
1.000 4.641
1.618 4.584
2.618 4.492
4.250 4.342
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.798 4.789
PP 4.789 4.771
S1 4.779 4.752

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

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