NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.870 4.800 -0.070 -1.4% 4.820
High 4.878 4.809 -0.069 -1.4% 4.827
Low 4.743 4.770 0.027 0.6% 4.679
Close 4.765 4.786 0.021 0.4% 4.808
Range 0.135 0.039 -0.096 -71.1% 0.148
ATR 0.110 0.106 -0.005 -4.3% 0.000
Volume 4,331 7,069 2,738 63.2% 32,419
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.905 4.885 4.807
R3 4.866 4.846 4.797
R2 4.827 4.827 4.793
R1 4.807 4.807 4.790 4.798
PP 4.788 4.788 4.788 4.784
S1 4.768 4.768 4.782 4.759
S2 4.749 4.749 4.779
S3 4.710 4.729 4.775
S4 4.671 4.690 4.765
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5.215 5.160 4.889
R3 5.067 5.012 4.849
R2 4.919 4.919 4.835
R1 4.864 4.864 4.822 4.818
PP 4.771 4.771 4.771 4.748
S1 4.716 4.716 4.794 4.670
S2 4.623 4.623 4.781
S3 4.475 4.568 4.767
S4 4.327 4.420 4.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.885 4.679 0.206 4.3% 0.100 2.1% 52% False False 5,614
10 5.083 4.679 0.404 8.4% 0.119 2.5% 26% False False 6,689
20 5.215 4.679 0.536 11.2% 0.104 2.2% 20% False False 6,655
40 5.215 4.679 0.536 11.2% 0.105 2.2% 20% False False 5,978
60 5.215 4.511 0.704 14.7% 0.105 2.2% 39% False False 5,057
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 4.975
2.618 4.911
1.618 4.872
1.000 4.848
0.618 4.833
HIGH 4.809
0.618 4.794
0.500 4.790
0.382 4.785
LOW 4.770
0.618 4.746
1.000 4.731
1.618 4.707
2.618 4.668
4.250 4.604
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.790 4.814
PP 4.788 4.805
S1 4.787 4.795

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

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