NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.579 4.674 0.095 2.1% 4.589
High 4.698 4.719 0.021 0.4% 4.671
Low 4.571 4.589 0.018 0.4% 4.443
Close 4.667 4.661 -0.006 -0.1% 4.576
Range 0.127 0.130 0.003 2.4% 0.228
ATR 0.115 0.116 0.001 0.9% 0.000
Volume 7,060 6,617 -443 -6.3% 34,362
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 5.046 4.984 4.733
R3 4.916 4.854 4.697
R2 4.786 4.786 4.685
R1 4.724 4.724 4.673 4.690
PP 4.656 4.656 4.656 4.640
S1 4.594 4.594 4.649 4.560
S2 4.526 4.526 4.637
S3 4.396 4.464 4.625
S4 4.266 4.334 4.590
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.247 5.140 4.701
R3 5.019 4.912 4.639
R2 4.791 4.791 4.618
R1 4.684 4.684 4.597 4.624
PP 4.563 4.563 4.563 4.533
S1 4.456 4.456 4.555 4.396
S2 4.335 4.335 4.534
S3 4.107 4.228 4.513
S4 3.879 4.000 4.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.719 4.443 0.276 5.9% 0.112 2.4% 79% True False 6,794
10 4.719 4.443 0.276 5.9% 0.114 2.4% 79% True False 8,604
20 5.015 4.443 0.572 12.3% 0.120 2.6% 38% False False 10,851
40 5.015 4.443 0.572 12.3% 0.110 2.4% 38% False False 9,022
60 5.015 4.243 0.772 16.6% 0.109 2.3% 54% False False 7,889
80 5.015 4.243 0.772 16.6% 0.102 2.2% 54% False False 6,695
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.272
2.618 5.059
1.618 4.929
1.000 4.849
0.618 4.799
HIGH 4.719
0.618 4.669
0.500 4.654
0.382 4.639
LOW 4.589
0.618 4.509
1.000 4.459
1.618 4.379
2.618 4.249
4.250 4.037
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.659 4.634
PP 4.656 4.608
S1 4.654 4.581

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

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