NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.316 4.305 -0.011 -0.3% 4.398
High 4.353 4.400 0.047 1.1% 4.421
Low 4.238 4.285 0.047 1.1% 4.238
Close 4.325 4.379 0.054 1.2% 4.379
Range 0.115 0.115 0.000 0.0% 0.183
ATR 0.128 0.127 -0.001 -0.7% 0.000
Volume 19,503 14,067 -5,436 -27.9% 96,959
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.700 4.654 4.442
R3 4.585 4.539 4.411
R2 4.470 4.470 4.400
R1 4.424 4.424 4.390 4.447
PP 4.355 4.355 4.355 4.366
S1 4.309 4.309 4.368 4.332
S2 4.240 4.240 4.358
S3 4.125 4.194 4.347
S4 4.010 4.079 4.316
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.895 4.820 4.480
R3 4.712 4.637 4.429
R2 4.529 4.529 4.413
R1 4.454 4.454 4.396 4.400
PP 4.346 4.346 4.346 4.319
S1 4.271 4.271 4.362 4.217
S2 4.163 4.163 4.345
S3 3.980 4.088 4.329
S4 3.797 3.905 4.278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 4.238 0.183 4.2% 0.119 2.7% 77% False False 19,391
10 4.850 4.238 0.612 14.0% 0.135 3.1% 23% False False 22,212
20 4.850 4.238 0.612 14.0% 0.125 2.8% 23% False False 16,244
40 4.850 4.208 0.642 14.7% 0.123 2.8% 27% False False 14,051
60 4.850 4.011 0.839 19.2% 0.123 2.8% 44% False False 12,049
80 4.888 4.011 0.877 20.0% 0.117 2.7% 42% False False 10,152
100 4.888 4.011 0.877 20.0% 0.115 2.6% 42% False False 8,551
Crabel Price Patterns
NR False
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 0.026
Fibonacci Retracements and Extensions
4.250 4.889
2.618 4.701
1.618 4.586
1.000 4.515
0.618 4.471
HIGH 4.400
0.618 4.356
0.500 4.343
0.382 4.329
LOW 4.285
0.618 4.214
1.000 4.170
1.618 4.099
2.618 3.984
4.250 3.796
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.367 4.360
PP 4.355 4.341
S1 4.343 4.323

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

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