NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.705 4.798 0.093 2.0% 4.800
High 4.829 4.914 0.085 1.8% 4.885
Low 4.670 4.787 0.117 2.5% 4.670
Close 4.794 4.885 0.091 1.9% 4.794
Range 0.159 0.127 -0.032 -20.1% 0.215
ATR 0.109 0.110 0.001 1.2% 0.000
Volume 5,161 6,405 1,244 24.1% 24,767
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 5.243 5.191 4.955
R3 5.116 5.064 4.920
R2 4.989 4.989 4.908
R1 4.937 4.937 4.897 4.963
PP 4.862 4.862 4.862 4.875
S1 4.810 4.810 4.873 4.836
S2 4.735 4.735 4.862
S3 4.608 4.683 4.850
S4 4.481 4.556 4.815
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 4.914 4.670 0.244 5.0% 0.109 2.2% 88% True False 5,251
10 4.914 4.670 0.244 5.0% 0.106 2.2% 88% True False 5,697
20 5.215 4.670 0.545 11.2% 0.111 2.3% 39% False False 6,717
40 5.215 4.670 0.545 11.2% 0.106 2.2% 39% False False 5,911
60 5.215 4.511 0.704 14.4% 0.105 2.1% 53% False False 5,203
80 5.215 4.511 0.704 14.4% 0.098 2.0% 53% False False 4,491
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.454
2.618 5.246
1.618 5.119
1.000 5.041
0.618 4.992
HIGH 4.914
0.618 4.865
0.500 4.851
0.382 4.836
LOW 4.787
0.618 4.709
1.000 4.660
1.618 4.582
2.618 4.455
4.250 4.247
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.874 4.854
PP 4.862 4.823
S1 4.851 4.792

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

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