NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.753 4.800 0.047 1.0% 4.820
High 4.825 4.885 0.060 1.2% 4.827
Low 4.733 4.755 0.022 0.5% 4.679
Close 4.808 4.871 0.063 1.3% 4.808
Range 0.092 0.130 0.038 41.3% 0.148
ATR 0.107 0.109 0.002 1.5% 0.000
Volume 5,433 4,915 -518 -9.5% 32,419
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 5.227 5.179 4.943
R3 5.097 5.049 4.907
R2 4.967 4.967 4.895
R1 4.919 4.919 4.883 4.943
PP 4.837 4.837 4.837 4.849
S1 4.789 4.789 4.859 4.813
S2 4.707 4.707 4.847
S3 4.577 4.659 4.835
S4 4.447 4.529 4.800
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 4.885 4.679 0.206 4.2% 0.104 2.1% 93% True False 6,142
10 5.215 4.679 0.536 11.0% 0.118 2.4% 36% False False 7,499
20 5.215 4.679 0.536 11.0% 0.108 2.2% 36% False False 6,497
40 5.215 4.679 0.536 11.0% 0.105 2.2% 36% False False 5,854
60 5.215 4.511 0.704 14.5% 0.104 2.1% 51% False False 4,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.438
2.618 5.225
1.618 5.095
1.000 5.015
0.618 4.965
HIGH 4.885
0.618 4.835
0.500 4.820
0.382 4.805
LOW 4.755
0.618 4.675
1.000 4.625
1.618 4.545
2.618 4.415
4.250 4.203
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.854 4.841
PP 4.837 4.812
S1 4.820 4.782

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

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