NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.390 4.425 0.035 0.8% 4.835
High 4.510 4.460 -0.050 -1.1% 4.884
Low 4.390 4.324 -0.066 -1.5% 4.388
Close 4.407 4.331 -0.076 -1.7% 4.407
Range 0.120 0.136 0.016 13.3% 0.496
ATR 0.129 0.129 0.001 0.4% 0.000
Volume 43,724 32,116 -11,608 -26.5% 138,300
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 4.780 4.691 4.406
R3 4.644 4.555 4.368
R2 4.508 4.508 4.356
R1 4.419 4.419 4.343 4.396
PP 4.372 4.372 4.372 4.360
S1 4.283 4.283 4.319 4.260
S2 4.236 4.236 4.306
S3 4.100 4.147 4.294
S4 3.964 4.011 4.256
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.048 5.723 4.680
R3 5.552 5.227 4.543
R2 5.056 5.056 4.498
R1 4.731 4.731 4.452 4.646
PP 4.560 4.560 4.560 4.517
S1 4.235 4.235 4.362 4.150
S2 4.064 4.064 4.316
S3 3.568 3.739 4.271
S4 3.072 3.243 4.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.883 4.324 0.559 12.9% 0.156 3.6% 1% False True 28,078
10 4.884 4.324 0.560 12.9% 0.135 3.1% 1% False True 24,229
20 4.884 4.256 0.628 14.5% 0.125 2.9% 12% False False 22,046
40 4.884 4.140 0.744 17.2% 0.126 2.9% 26% False False 21,196
60 4.884 4.051 0.833 19.2% 0.119 2.8% 34% False False 19,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.038
2.618 4.816
1.618 4.680
1.000 4.596
0.618 4.544
HIGH 4.460
0.618 4.408
0.500 4.392
0.382 4.376
LOW 4.324
0.618 4.240
1.000 4.188
1.618 4.104
2.618 3.968
4.250 3.746
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.392 4.530
PP 4.372 4.464
S1 4.351 4.397

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

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