NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4.835 4.847 0.012 0.2% 4.643
High 4.884 4.883 -0.001 0.0% 4.850
Low 4.796 4.825 0.029 0.6% 4.571
Close 4.855 4.838 -0.017 -0.4% 4.844
Range 0.088 0.058 -0.030 -34.1% 0.279
ATR 0.116 0.112 -0.004 -3.6% 0.000
Volume 30,022 26,285 -3,737 -12.4% 96,124
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 5.023 4.988 4.870
R3 4.965 4.930 4.854
R2 4.907 4.907 4.849
R1 4.872 4.872 4.843 4.861
PP 4.849 4.849 4.849 4.843
S1 4.814 4.814 4.833 4.803
S2 4.791 4.791 4.827
S3 4.733 4.756 4.822
S4 4.675 4.698 4.806
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.592 5.497 4.997
R3 5.313 5.218 4.921
R2 5.034 5.034 4.895
R1 4.939 4.939 4.870 4.987
PP 4.755 4.755 4.755 4.779
S1 4.660 4.660 4.818 4.708
S2 4.476 4.476 4.793
S3 4.197 4.381 4.767
S4 3.918 4.102 4.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.884 4.571 0.313 6.5% 0.109 2.2% 85% False False 22,586
10 4.884 4.363 0.521 10.8% 0.103 2.1% 91% False False 20,635
20 4.884 4.256 0.628 13.0% 0.107 2.2% 93% False False 20,403
40 4.884 4.116 0.768 15.9% 0.119 2.5% 94% False False 20,009
60 4.884 4.051 0.833 17.2% 0.115 2.4% 94% False False 18,501
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.130
2.618 5.035
1.618 4.977
1.000 4.941
0.618 4.919
HIGH 4.883
0.618 4.861
0.500 4.854
0.382 4.847
LOW 4.825
0.618 4.789
1.000 4.767
1.618 4.731
2.618 4.673
4.250 4.579
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4.854 4.825
PP 4.849 4.812
S1 4.843 4.800

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

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