NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.889 4.800 -0.089 -1.8% 4.920
High 4.894 4.950 0.056 1.1% 4.997
Low 4.809 4.786 -0.023 -0.5% 4.786
Close 4.814 4.911 0.097 2.0% 4.911
Range 0.085 0.164 0.079 92.9% 0.211
ATR 0.107 0.111 0.004 3.8% 0.000
Volume 5,008 10,373 5,365 107.1% 40,068
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.374 5.307 5.001
R3 5.210 5.143 4.956
R2 5.046 5.046 4.941
R1 4.979 4.979 4.926 5.013
PP 4.882 4.882 4.882 4.899
S1 4.815 4.815 4.896 4.849
S2 4.718 4.718 4.881
S3 4.554 4.651 4.866
S4 4.390 4.487 4.821
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.531 5.432 5.027
R3 5.320 5.221 4.969
R2 5.109 5.109 4.950
R1 5.010 5.010 4.930 4.954
PP 4.898 4.898 4.898 4.870
S1 4.799 4.799 4.892 4.743
S2 4.687 4.687 4.872
S3 4.476 4.588 4.853
S4 4.265 4.377 4.795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.997 4.786 0.211 4.3% 0.113 2.3% 59% False True 8,013
10 4.997 4.786 0.211 4.3% 0.107 2.2% 59% False True 8,680
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 0.025
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.647
2.618 5.379
1.618 5.215
1.000 5.114
0.618 5.051
HIGH 4.950
0.618 4.887
0.500 4.868
0.382 4.849
LOW 4.786
0.618 4.685
1.000 4.622
1.618 4.521
2.618 4.357
4.250 4.089
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.897 4.897
PP 4.882 4.882
S1 4.868 4.868

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

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