NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.433 4.470 0.037 0.8% 4.425
High 4.516 4.502 -0.014 -0.3% 4.460
Low 4.375 4.349 -0.026 -0.6% 4.285
Close 4.497 4.371 -0.126 -2.8% 4.428
Range 0.141 0.153 0.012 8.5% 0.175
ATR 0.127 0.129 0.002 1.5% 0.000
Volume 13,348 15,618 2,270 17.0% 125,023
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 4.866 4.772 4.455
R3 4.713 4.619 4.413
R2 4.560 4.560 4.399
R1 4.466 4.466 4.385 4.437
PP 4.407 4.407 4.407 4.393
S1 4.313 4.313 4.357 4.284
S2 4.254 4.254 4.343
S3 4.101 4.160 4.329
S4 3.948 4.007 4.287
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.916 4.847 4.524
R3 4.741 4.672 4.476
R2 4.566 4.566 4.460
R1 4.497 4.497 4.444 4.532
PP 4.391 4.391 4.391 4.408
S1 4.322 4.322 4.412 4.357
S2 4.216 4.216 4.396
S3 4.041 4.147 4.380
S4 3.866 3.972 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.285 0.231 5.3% 0.129 2.9% 37% False False 18,484
10 4.852 4.285 0.567 13.0% 0.147 3.4% 15% False False 23,598
20 4.884 4.285 0.599 13.7% 0.125 2.9% 14% False False 22,116
40 4.884 4.256 0.628 14.4% 0.124 2.8% 18% False False 21,827
60 4.884 4.051 0.833 19.1% 0.125 2.9% 38% False False 19,792
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 True
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.152
2.618 4.903
1.618 4.750
1.000 4.655
0.618 4.597
HIGH 4.502
0.618 4.444
0.500 4.426
0.382 4.407
LOW 4.349
0.618 4.254
1.000 4.196
1.618 4.101
2.618 3.948
4.250 3.699
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.426 4.426
PP 4.407 4.407
S1 4.389 4.389

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

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