NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.668 4.710 0.042 0.9% 4.589
High 4.699 4.725 0.026 0.6% 4.671
Low 4.648 4.552 -0.096 -2.1% 4.443
Close 4.695 4.622 -0.073 -1.6% 4.576
Range 0.051 0.173 0.122 239.2% 0.228
ATR 0.112 0.116 0.004 3.9% 0.000
Volume 7,269 8,126 857 11.8% 34,362
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.060 4.717
R3 4.979 4.887 4.670
R2 4.806 4.806 4.654
R1 4.714 4.714 4.638 4.674
PP 4.633 4.633 4.633 4.613
S1 4.541 4.541 4.606 4.501
S2 4.460 4.460 4.590
S3 4.287 4.368 4.574
S4 4.114 4.195 4.527
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 4.725 4.443 0.282 6.1% 0.129 2.8% 63% True False 7,486
10 4.725 4.443 0.282 6.1% 0.115 2.5% 63% True False 7,578
20 5.015 4.443 0.572 12.4% 0.119 2.6% 31% False False 11,147
40 5.015 4.443 0.572 12.4% 0.109 2.4% 31% False False 8,943
60 5.015 4.243 0.772 16.7% 0.109 2.4% 49% False False 7,902
80 5.015 4.243 0.772 16.7% 0.103 2.2% 49% False False 6,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 5.460
2.618 5.178
1.618 5.005
1.000 4.898
0.618 4.832
HIGH 4.725
0.618 4.659
0.500 4.639
0.382 4.618
LOW 4.552
0.618 4.445
1.000 4.379
1.618 4.272
2.618 4.099
4.250 3.817
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.639 4.639
PP 4.633 4.633
S1 4.628 4.628

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

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