NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.326 4.389 0.063 1.5% 4.808
High 4.393 4.407 0.014 0.3% 4.850
Low 4.290 4.285 -0.005 -0.1% 4.343
Close 4.366 4.308 -0.058 -1.3% 4.364
Range 0.103 0.122 0.019 18.4% 0.507
ATR 0.130 0.129 -0.001 -0.4% 0.000
Volume 20,423 18,196 -2,227 -10.9% 125,167
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.626 4.375
R3 4.577 4.504 4.342
R2 4.455 4.455 4.330
R1 4.382 4.382 4.319 4.358
PP 4.333 4.333 4.333 4.321
S1 4.260 4.260 4.297 4.236
S2 4.211 4.211 4.286
S3 4.089 4.138 4.274
S4 3.967 4.016 4.241
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 4.699 4.279 0.420 9.7% 0.168 3.9% 7% False False 26,004
10 4.850 4.279 0.571 13.3% 0.143 3.3% 5% False False 20,967
20 4.850 4.275 0.575 13.3% 0.127 2.9% 6% False False 16,381
40 4.850 4.191 0.659 15.3% 0.125 2.9% 18% False False 13,676
60 4.850 4.011 0.839 19.5% 0.122 2.8% 35% False False 11,706
80 4.888 4.011 0.877 20.4% 0.116 2.7% 34% False False 9,791
100 4.888 4.011 0.877 20.4% 0.116 2.7% 34% False False 8,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 4.926
2.618 4.726
1.618 4.604
1.000 4.529
0.618 4.482
HIGH 4.407
0.618 4.360
0.500 4.346
0.382 4.332
LOW 4.285
0.618 4.210
1.000 4.163
1.618 4.088
2.618 3.966
4.250 3.767
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.346 4.350
PP 4.333 4.336
S1 4.321 4.322

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

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