NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.800 4.870 0.070 1.5% 4.820
High 4.885 4.878 -0.007 -0.1% 4.827
Low 4.755 4.743 -0.012 -0.3% 4.679
Close 4.871 4.765 -0.106 -2.2% 4.808
Range 0.130 0.135 0.005 3.8% 0.148
ATR 0.109 0.110 0.002 1.7% 0.000
Volume 4,915 4,331 -584 -11.9% 32,419
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 5.200 5.118 4.839
R3 5.065 4.983 4.802
R2 4.930 4.930 4.790
R1 4.848 4.848 4.777 4.822
PP 4.795 4.795 4.795 4.782
S1 4.713 4.713 4.753 4.687
S2 4.660 4.660 4.740
S3 4.525 4.578 4.728
S4 4.390 4.443 4.691
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 4.3% 0.113 2.4% 42% False False 5,877
10 5.193 4.679 0.514 10.8% 0.127 2.7% 17% False False 6,493
20 5.215 4.679 0.536 11.2% 0.107 2.3% 16% False False 6,557
40 5.215 4.679 0.536 11.2% 0.106 2.2% 16% False False 5,862
60 5.215 4.511 0.704 14.8% 0.106 2.2% 36% False False 4,956
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 8 trading days
Fibonacci Retracements and Extensions
4.250 5.452
2.618 5.231
1.618 5.096
1.000 5.013
0.618 4.961
HIGH 4.878
0.618 4.826
0.500 4.811
0.382 4.795
LOW 4.743
0.618 4.660
1.000 4.608
1.618 4.525
2.618 4.390
4.250 4.169
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.811 4.809
PP 4.795 4.794
S1 4.780 4.780

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

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