NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.363 4.398 0.035 0.8% 4.808
High 4.469 4.421 -0.048 -1.1% 4.850
Low 4.351 4.279 -0.072 -1.7% 4.343
Close 4.364 4.285 -0.079 -1.8% 4.364
Range 0.118 0.142 0.024 20.3% 0.507
ATR 0.131 0.132 0.001 0.6% 0.000
Volume 29,443 24,770 -4,673 -15.9% 125,167
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 4.754 4.662 4.363
R3 4.612 4.520 4.324
R2 4.470 4.470 4.311
R1 4.378 4.378 4.298 4.353
PP 4.328 4.328 4.328 4.316
S1 4.236 4.236 4.272 4.211
S2 4.186 4.186 4.259
S3 4.044 4.094 4.246
S4 3.902 3.952 4.207
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.040 5.709 4.643
R3 5.533 5.202 4.503
R2 5.026 5.026 4.457
R1 4.695 4.695 4.410 4.607
PP 4.519 4.519 4.519 4.475
S1 4.188 4.188 4.318 4.100
S2 4.012 4.012 4.271
S3 3.505 3.681 4.225
S4 2.998 3.174 4.085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.843 4.279 0.564 13.2% 0.160 3.7% 1% False True 26,863
10 4.850 4.279 0.571 13.3% 0.138 3.2% 1% False True 18,580
20 4.850 4.208 0.642 15.0% 0.126 2.9% 12% False False 15,859
40 4.850 4.087 0.763 17.8% 0.127 3.0% 26% False False 13,229
60 4.850 4.011 0.839 19.6% 0.120 2.8% 33% False False 11,286
80 4.888 4.011 0.877 20.5% 0.116 2.7% 31% False False 9,402
100 4.888 4.011 0.877 20.5% 0.116 2.7% 31% False False 7,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.025
2.618 4.793
1.618 4.651
1.000 4.563
0.618 4.509
HIGH 4.421
0.618 4.367
0.500 4.350
0.382 4.333
LOW 4.279
0.618 4.191
1.000 4.137
1.618 4.049
2.618 3.907
4.250 3.676
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.350 4.489
PP 4.328 4.421
S1 4.307 4.353

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

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