NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.800 4.773 -0.027 -0.6% 4.820
High 4.809 4.777 -0.032 -0.7% 4.827
Low 4.770 4.692 -0.078 -1.6% 4.679
Close 4.786 4.693 -0.093 -1.9% 4.808
Range 0.039 0.085 0.046 117.9% 0.148
ATR 0.106 0.105 -0.001 -0.8% 0.000
Volume 7,069 3,291 -3,778 -53.4% 32,419
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.976 4.919 4.740
R3 4.891 4.834 4.716
R2 4.806 4.806 4.709
R1 4.749 4.749 4.701 4.735
PP 4.721 4.721 4.721 4.714
S1 4.664 4.664 4.685 4.650
S2 4.636 4.636 4.677
S3 4.551 4.579 4.670
S4 4.466 4.494 4.646
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 4.692 0.193 4.1% 0.096 2.0% 1% False True 5,007
10 4.885 4.679 0.206 4.4% 0.097 2.1% 7% False False 6,489
20 5.215 4.679 0.536 11.4% 0.105 2.2% 3% False False 6,535
40 5.215 4.679 0.536 11.4% 0.106 2.3% 3% False False 5,975
60 5.215 4.511 0.704 15.0% 0.105 2.2% 26% False False 5,085
80 5.215 4.511 0.704 15.0% 0.098 2.1% 26% False False 4,454
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.138
2.618 5.000
1.618 4.915
1.000 4.862
0.618 4.830
HIGH 4.777
0.618 4.745
0.500 4.735
0.382 4.724
LOW 4.692
0.618 4.639
1.000 4.607
1.618 4.554
2.618 4.469
4.250 4.331
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.735 4.785
PP 4.721 4.754
S1 4.707 4.724

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

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