NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.798 4.864 0.066 1.4% 4.800
High 4.914 4.937 0.023 0.5% 4.885
Low 4.787 4.811 0.024 0.5% 4.670
Close 4.885 4.875 -0.010 -0.2% 4.794
Range 0.127 0.126 -0.001 -0.8% 0.215
ATR 0.110 0.111 0.001 1.0% 0.000
Volume 6,405 3,471 -2,934 -45.8% 24,767
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 5.252 5.190 4.944
R3 5.126 5.064 4.910
R2 5.000 5.000 4.898
R1 4.938 4.938 4.887 4.969
PP 4.874 4.874 4.874 4.890
S1 4.812 4.812 4.863 4.843
S2 4.748 4.748 4.852
S3 4.622 4.686 4.840
S4 4.496 4.560 4.806
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 4.937 4.670 0.267 5.5% 0.107 2.2% 77% True False 5,079
10 4.937 4.670 0.267 5.5% 0.110 2.3% 77% True False 5,478
20 5.215 4.670 0.545 11.2% 0.114 2.3% 38% False False 6,700
40 5.215 4.670 0.545 11.2% 0.106 2.2% 38% False False 5,839
60 5.215 4.511 0.704 14.4% 0.105 2.2% 52% False False 5,228
80 5.215 4.511 0.704 14.4% 0.099 2.0% 52% False False 4,482
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.473
2.618 5.267
1.618 5.141
1.000 5.063
0.618 5.015
HIGH 4.937
0.618 4.889
0.500 4.874
0.382 4.859
LOW 4.811
0.618 4.733
1.000 4.685
1.618 4.607
2.618 4.481
4.250 4.276
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.875 4.851
PP 4.874 4.827
S1 4.874 4.804

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

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