NYMEX Natural Gas Future January 2012


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 5.028 4.964 -0.064 -1.3% 4.915
High 5.054 5.106 0.052 1.0% 5.106
Low 4.870 4.954 0.084 1.7% 4.870
Close 4.954 5.083 0.129 2.6% 5.083
Range 0.184 0.152 -0.032 -17.4% 0.236
ATR 0.114 0.117 0.003 2.3% 0.000
Volume 7,914 11,309 3,395 42.9% 45,263
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.504 5.445 5.167
R3 5.352 5.293 5.125
R2 5.200 5.200 5.111
R1 5.141 5.141 5.097 5.171
PP 5.048 5.048 5.048 5.062
S1 4.989 4.989 5.069 5.019
S2 4.896 4.896 5.055
S3 4.744 4.837 5.041
S4 4.592 4.685 4.999
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.728 5.641 5.213
R3 5.492 5.405 5.148
R2 5.256 5.256 5.126
R1 5.169 5.169 5.105 5.213
PP 5.020 5.020 5.020 5.041
S1 4.933 4.933 5.061 4.977
S2 4.784 4.784 5.040
S3 4.548 4.697 5.018
S4 4.312 4.461 4.953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.106 4.870 0.236 4.6% 0.129 2.5% 90% True False 9,052
10 5.106 4.786 0.320 6.3% 0.121 2.4% 93% True False 8,533
20 5.335 4.786 0.549 10.8% 0.117 2.3% 54% False False 10,099
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.752
2.618 5.504
1.618 5.352
1.000 5.258
0.618 5.200
HIGH 5.106
0.618 5.048
0.500 5.030
0.382 5.012
LOW 4.954
0.618 4.860
1.000 4.802
1.618 4.708
2.618 4.556
4.250 4.308
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 5.065 5.051
PP 5.048 5.020
S1 5.030 4.988

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

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