NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 4.859 5.000 0.141 2.9% 4.798
High 4.995 5.099 0.104 2.1% 4.995
Low 4.840 5.000 0.160 3.3% 4.750
Close 4.971 5.075 0.104 2.1% 4.971
Range 0.155 0.099 -0.056 -36.1% 0.245
ATR 0.116 0.117 0.001 0.7% 0.000
Volume 6,713 8,751 2,038 30.4% 25,201
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 5.355 5.314 5.129
R3 5.256 5.215 5.102
R2 5.157 5.157 5.093
R1 5.116 5.116 5.084 5.137
PP 5.058 5.058 5.058 5.068
S1 5.017 5.017 5.066 5.038
S2 4.959 4.959 5.057
S3 4.860 4.918 5.048
S4 4.761 4.819 5.021
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 5.099 4.750 0.349 6.9% 0.126 2.5% 93% True False 5,509
10 5.099 4.670 0.429 8.5% 0.117 2.3% 94% True False 5,380
20 5.215 4.670 0.545 10.7% 0.118 2.3% 74% False False 6,439
40 5.215 4.670 0.545 10.7% 0.105 2.1% 74% False False 5,852
60 5.215 4.520 0.695 13.7% 0.107 2.1% 80% False False 5,391
80 5.215 4.511 0.704 13.9% 0.102 2.0% 80% False False 4,681
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.520
2.618 5.358
1.618 5.259
1.000 5.198
0.618 5.160
HIGH 5.099
0.618 5.061
0.500 5.050
0.382 5.038
LOW 5.000
0.618 4.939
1.000 4.901
1.618 4.840
2.618 4.741
4.250 4.579
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 5.067 5.025
PP 5.058 4.975
S1 5.050 4.925

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

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