NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.800 4.915 0.115 2.4% 4.920
High 4.950 5.035 0.085 1.7% 4.997
Low 4.786 4.899 0.113 2.4% 4.786
Close 4.911 5.002 0.091 1.9% 4.911
Range 0.164 0.136 -0.028 -17.1% 0.211
ATR 0.111 0.113 0.002 1.6% 0.000
Volume 10,373 10,367 -6 -0.1% 40,068
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 5.387 5.330 5.077
R3 5.251 5.194 5.039
R2 5.115 5.115 5.027
R1 5.058 5.058 5.014 5.087
PP 4.979 4.979 4.979 4.993
S1 4.922 4.922 4.990 4.951
S2 4.843 4.843 4.977
S3 4.707 4.786 4.965
S4 4.571 4.650 4.927
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 5.035 4.786 0.249 5.0% 0.114 2.3% 87% True False 9,149
10 5.035 4.786 0.249 5.0% 0.109 2.2% 87% True False 8,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.613
2.618 5.391
1.618 5.255
1.000 5.171
0.618 5.119
HIGH 5.035
0.618 4.983
0.500 4.967
0.382 4.951
LOW 4.899
0.618 4.815
1.000 4.763
1.618 4.679
2.618 4.543
4.250 4.321
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.990 4.972
PP 4.979 4.941
S1 4.967 4.911

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

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