NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4.824 4.729 -0.095 -2.0% 4.643
High 4.852 4.736 -0.116 -2.4% 4.850
Low 4.735 4.388 -0.347 -7.3% 4.571
Close 4.745 4.438 -0.307 -6.5% 4.844
Range 0.117 0.348 0.231 197.4% 0.279
ATR 0.112 0.130 0.017 15.6% 0.000
Volume 16,507 21,762 5,255 31.8% 96,124
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.565 5.349 4.629
R3 5.217 5.001 4.534
R2 4.869 4.869 4.502
R1 4.653 4.653 4.470 4.587
PP 4.521 4.521 4.521 4.488
S1 4.305 4.305 4.406 4.239
S2 4.173 4.173 4.374
S3 3.825 3.957 4.342
S4 3.477 3.609 4.247
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 4.388 0.496 11.2% 0.149 3.4% 10% False True 26,104
10 4.884 4.388 0.496 11.2% 0.130 2.9% 10% False True 21,215
20 4.884 4.256 0.628 14.2% 0.120 2.7% 29% False False 20,499
40 4.884 4.116 0.768 17.3% 0.125 2.8% 42% False False 20,056
60 4.884 4.051 0.833 18.8% 0.119 2.7% 46% False False 18,551
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 0.020
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 6.215
2.618 5.647
1.618 5.299
1.000 5.084
0.618 4.951
HIGH 4.736
0.618 4.603
0.500 4.562
0.382 4.521
LOW 4.388
0.618 4.173
1.000 4.040
1.618 3.825
2.618 3.477
4.250 2.909
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.562 4.636
PP 4.521 4.570
S1 4.479 4.504

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

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