NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.773 4.705 -0.068 -1.4% 4.800
High 4.777 4.829 0.052 1.1% 4.885
Low 4.692 4.670 -0.022 -0.5% 4.670
Close 4.693 4.794 0.101 2.2% 4.794
Range 0.085 0.159 0.074 87.1% 0.215
ATR 0.105 0.109 0.004 3.7% 0.000
Volume 3,291 5,161 1,870 56.8% 24,767
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.241 5.177 4.881
R3 5.082 5.018 4.838
R2 4.923 4.923 4.823
R1 4.859 4.859 4.809 4.891
PP 4.764 4.764 4.764 4.781
S1 4.700 4.700 4.779 4.732
S2 4.605 4.605 4.765
S3 4.446 4.541 4.750
S4 4.287 4.382 4.707
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.428 5.326 4.912
R3 5.213 5.111 4.853
R2 4.998 4.998 4.833
R1 4.896 4.896 4.814 4.840
PP 4.783 4.783 4.783 4.755
S1 4.681 4.681 4.774 4.625
S2 4.568 4.568 4.755
S3 4.353 4.466 4.735
S4 4.138 4.251 4.676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.885 4.670 0.215 4.5% 0.110 2.3% 58% False True 4,953
10 4.885 4.670 0.215 4.5% 0.105 2.2% 58% False True 5,718
20 5.215 4.670 0.545 11.4% 0.108 2.2% 23% False True 6,648
40 5.215 4.670 0.545 11.4% 0.107 2.2% 23% False True 5,926
60 5.215 4.511 0.704 14.7% 0.105 2.2% 40% False False 5,133
80 5.215 4.511 0.704 14.7% 0.098 2.1% 40% False False 4,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.505
2.618 5.245
1.618 5.086
1.000 4.988
0.618 4.927
HIGH 4.829
0.618 4.768
0.500 4.750
0.382 4.731
LOW 4.670
0.618 4.572
1.000 4.511
1.618 4.413
2.618 4.254
4.250 3.994
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.779 4.779
PP 4.764 4.764
S1 4.750 4.750

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

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