NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.866 4.931 0.065 1.3% 4.800
High 4.910 4.939 0.029 0.6% 4.885
Low 4.850 4.750 -0.100 -2.1% 4.670
Close 4.907 4.839 -0.068 -1.4% 4.794
Range 0.060 0.189 0.129 215.0% 0.215
ATR 0.108 0.113 0.006 5.4% 0.000
Volume 3,585 5,027 1,442 40.2% 24,767
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 5.410 5.313 4.943
R3 5.221 5.124 4.891
R2 5.032 5.032 4.874
R1 4.935 4.935 4.856 4.889
PP 4.843 4.843 4.843 4.820
S1 4.746 4.746 4.822 4.700
S2 4.654 4.654 4.804
S3 4.465 4.557 4.787
S4 4.276 4.368 4.735
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 4.939 4.670 0.269 5.6% 0.132 2.7% 63% True False 4,729
10 4.939 4.670 0.269 5.6% 0.114 2.4% 63% True False 4,868
20 5.215 4.670 0.545 11.3% 0.115 2.4% 31% False False 6,813
40 5.215 4.670 0.545 11.3% 0.106 2.2% 31% False False 5,756
60 5.215 4.511 0.704 14.5% 0.106 2.2% 47% False False 5,228
80 5.215 4.511 0.704 14.5% 0.100 2.1% 47% False False 4,533
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 0.021
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.742
2.618 5.434
1.618 5.245
1.000 5.128
0.618 5.056
HIGH 4.939
0.618 4.867
0.500 4.845
0.382 4.822
LOW 4.750
0.618 4.633
1.000 4.561
1.618 4.444
2.618 4.255
4.250 3.947
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.845 4.845
PP 4.843 4.843
S1 4.841 4.841

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

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