NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 4.900 4.978 0.078 1.6% 4.803
High 4.975 5.010 0.035 0.7% 4.975
Low 4.855 4.924 0.069 1.4% 4.723
Close 4.969 4.986 0.017 0.3% 4.969
Range 0.120 0.086 -0.034 -28.3% 0.252
ATR 0.103 0.102 -0.001 -1.2% 0.000
Volume 25,975 17,720 -8,255 -31.8% 52,241
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 5.231 5.195 5.033
R3 5.145 5.109 5.010
R2 5.059 5.059 5.002
R1 5.023 5.023 4.994 5.041
PP 4.973 4.973 4.973 4.983
S1 4.937 4.937 4.978 4.955
S2 4.887 4.887 4.970
S3 4.801 4.851 4.962
S4 4.715 4.765 4.939
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.645 5.559 5.108
R3 5.393 5.307 5.038
R2 5.141 5.141 5.015
R1 5.055 5.055 4.992 5.098
PP 4.889 4.889 4.889 4.911
S1 4.803 4.803 4.946 4.846
S2 4.637 4.637 4.923
S3 4.385 4.551 4.900
S4 4.133 4.299 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.010 4.723 0.287 5.8% 0.103 2.1% 92% True False 11,840
10 5.010 4.512 0.498 10.0% 0.099 2.0% 95% True False 9,133
20 5.010 4.451 0.559 11.2% 0.095 1.9% 96% True False 8,135
40 5.010 4.244 0.766 15.4% 0.106 2.1% 97% True False 7,055
60 5.010 4.243 0.767 15.4% 0.098 2.0% 97% True False 6,018
Crabel Price Patterns
NR True
NR4 True
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.376
2.618 5.235
1.618 5.149
1.000 5.096
0.618 5.063
HIGH 5.010
0.618 4.977
0.500 4.967
0.382 4.957
LOW 4.924
0.618 4.871
1.000 4.838
1.618 4.785
2.618 4.699
4.250 4.559
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 4.980 4.947
PP 4.973 4.909
S1 4.967 4.870

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

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