NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.880 4.920 0.040 0.8% 4.932
High 4.937 4.997 0.060 1.2% 4.944
Low 4.850 4.869 0.019 0.4% 4.792
Close 4.923 4.985 0.062 1.3% 4.923
Range 0.087 0.128 0.041 47.1% 0.152
ATR 0.109 0.110 0.001 1.2% 0.000
Volume 8,298 4,689 -3,609 -43.5% 46,735
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 5.334 5.288 5.055
R3 5.206 5.160 5.020
R2 5.078 5.078 5.008
R1 5.032 5.032 4.997 5.055
PP 4.950 4.950 4.950 4.962
S1 4.904 4.904 4.973 4.927
S2 4.822 4.822 4.962
S3 4.694 4.776 4.950
S4 4.566 4.648 4.915
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 5.342 5.285 5.007
R3 5.190 5.133 4.965
R2 5.038 5.038 4.951
R1 4.981 4.981 4.937 4.934
PP 4.886 4.886 4.886 4.863
S1 4.829 4.829 4.909 4.782
S2 4.734 4.734 4.895
S3 4.582 4.677 4.881
S4 4.430 4.525 4.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.997 4.792 0.205 4.1% 0.103 2.1% 94% True False 7,896
10 5.335 4.792 0.543 10.9% 0.117 2.3% 36% False False 10,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.541
2.618 5.332
1.618 5.204
1.000 5.125
0.618 5.076
HIGH 4.997
0.618 4.948
0.500 4.933
0.382 4.918
LOW 4.869
0.618 4.790
1.000 4.741
1.618 4.662
2.618 4.534
4.250 4.325
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.968 4.955
PP 4.950 4.925
S1 4.933 4.895

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

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