NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4.931 4.859 -0.072 -1.5% 4.798
High 4.939 4.995 0.056 1.1% 4.995
Low 4.750 4.840 0.090 1.9% 4.750
Close 4.839 4.971 0.132 2.7% 4.971
Range 0.189 0.155 -0.034 -18.0% 0.245
ATR 0.113 0.116 0.003 2.7% 0.000
Volume 5,027 6,713 1,686 33.5% 25,201
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.400 5.341 5.056
R3 5.245 5.186 5.014
R2 5.090 5.090 4.999
R1 5.031 5.031 4.985 5.061
PP 4.935 4.935 4.935 4.950
S1 4.876 4.876 4.957 4.906
S2 4.780 4.780 4.943
S3 4.625 4.721 4.928
S4 4.470 4.566 4.886
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.640 5.551 5.106
R3 5.395 5.306 5.038
R2 5.150 5.150 5.016
R1 5.061 5.061 4.993 5.106
PP 4.905 4.905 4.905 4.928
S1 4.816 4.816 4.949 4.861
S2 4.660 4.660 4.926
S3 4.415 4.571 4.904
S4 4.170 4.326 4.836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.995 4.750 0.245 4.9% 0.131 2.6% 90% True False 5,040
10 4.995 4.670 0.325 6.5% 0.121 2.4% 93% True False 4,996
20 5.215 4.670 0.545 11.0% 0.117 2.4% 55% False False 6,649
40 5.215 4.670 0.545 11.0% 0.105 2.1% 55% False False 5,785
60 5.215 4.511 0.704 14.2% 0.107 2.2% 65% False False 5,290
80 5.215 4.511 0.704 14.2% 0.102 2.0% 65% False False 4,598
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 5.654
2.618 5.401
1.618 5.246
1.000 5.150
0.618 5.091
HIGH 4.995
0.618 4.936
0.500 4.918
0.382 4.899
LOW 4.840
0.618 4.744
1.000 4.685
1.618 4.589
2.618 4.434
4.250 4.181
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4.953 4.938
PP 4.935 4.905
S1 4.918 4.873

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

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