NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4.864 4.866 0.002 0.0% 4.800
High 4.937 4.910 -0.027 -0.5% 4.885
Low 4.811 4.850 0.039 0.8% 4.670
Close 4.875 4.907 0.032 0.7% 4.794
Range 0.126 0.060 -0.066 -52.4% 0.215
ATR 0.111 0.108 -0.004 -3.3% 0.000
Volume 3,471 3,585 114 3.3% 24,767
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 5.069 5.048 4.940
R3 5.009 4.988 4.924
R2 4.949 4.949 4.918
R1 4.928 4.928 4.913 4.939
PP 4.889 4.889 4.889 4.894
S1 4.868 4.868 4.902 4.879
S2 4.829 4.829 4.896
S3 4.769 4.808 4.891
S4 4.709 4.748 4.874
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 5.4% 0.111 2.3% 89% False False 4,382
10 4.937 4.670 0.267 5.4% 0.106 2.2% 89% False False 4,998
20 5.215 4.670 0.545 11.1% 0.112 2.3% 43% False False 6,686
40 5.215 4.670 0.545 11.1% 0.103 2.1% 43% False False 5,761
60 5.215 4.511 0.704 14.3% 0.104 2.1% 56% False False 5,237
80 5.215 4.511 0.704 14.3% 0.099 2.0% 56% False False 4,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.165
2.618 5.067
1.618 5.007
1.000 4.970
0.618 4.947
HIGH 4.910
0.618 4.887
0.500 4.880
0.382 4.873
LOW 4.850
0.618 4.813
1.000 4.790
1.618 4.753
2.618 4.693
4.250 4.595
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4.898 4.892
PP 4.889 4.877
S1 4.880 4.862

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

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