NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 4.425 4.360 -0.065 -1.5% 4.835
High 4.460 4.440 -0.020 -0.4% 4.884
Low 4.324 4.336 0.012 0.3% 4.388
Close 4.331 4.413 0.082 1.9% 4.407
Range 0.136 0.104 -0.032 -23.5% 0.496
ATR 0.129 0.128 -0.001 -1.1% 0.000
Volume 32,116 29,452 -2,664 -8.3% 138,300
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 4.708 4.665 4.470
R3 4.604 4.561 4.442
R2 4.500 4.500 4.432
R1 4.457 4.457 4.423 4.479
PP 4.396 4.396 4.396 4.407
S1 4.353 4.353 4.403 4.375
S2 4.292 4.292 4.394
S3 4.188 4.249 4.384
S4 4.084 4.145 4.356
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 4.852 4.324 0.528 12.0% 0.165 3.7% 17% False False 28,712
10 4.884 4.324 0.560 12.7% 0.137 3.1% 16% False False 25,649
20 4.884 4.320 0.564 12.8% 0.122 2.8% 16% False False 22,681
40 4.884 4.140 0.744 16.9% 0.125 2.8% 37% False False 21,602
60 4.884 4.051 0.833 18.9% 0.120 2.7% 43% False False 19,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.882
2.618 4.712
1.618 4.608
1.000 4.544
0.618 4.504
HIGH 4.440
0.618 4.400
0.500 4.388
0.382 4.376
LOW 4.336
0.618 4.272
1.000 4.232
1.618 4.168
2.618 4.064
4.250 3.894
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 4.405 4.417
PP 4.396 4.416
S1 4.388 4.414

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

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