NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.360 4.450 0.090 2.1% 4.835
High 4.440 4.450 0.010 0.2% 4.884
Low 4.336 4.333 -0.003 -0.1% 4.388
Close 4.413 4.358 -0.055 -1.2% 4.407
Range 0.104 0.117 0.013 12.5% 0.496
ATR 0.128 0.127 -0.001 -0.6% 0.000
Volume 29,452 20,079 -9,373 -31.8% 138,300
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 4.731 4.662 4.422
R3 4.614 4.545 4.390
R2 4.497 4.497 4.379
R1 4.428 4.428 4.369 4.404
PP 4.380 4.380 4.380 4.369
S1 4.311 4.311 4.347 4.287
S2 4.263 4.263 4.337
S3 4.146 4.194 4.326
S4 4.029 4.077 4.294
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 4.736 4.324 0.412 9.5% 0.165 3.8% 8% False False 29,426
10 4.884 4.324 0.560 12.8% 0.139 3.2% 6% False False 26,497
20 4.884 4.320 0.564 12.9% 0.124 2.9% 7% False False 22,807
40 4.884 4.250 0.634 14.5% 0.124 2.8% 17% False False 21,766
60 4.884 4.051 0.833 19.1% 0.121 2.8% 37% False False 19,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.756
1.618 4.639
1.000 4.567
0.618 4.522
HIGH 4.450
0.618 4.405
0.500 4.392
0.382 4.378
LOW 4.333
0.618 4.261
1.000 4.216
1.618 4.144
2.618 4.027
4.250 3.836
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.392 4.392
PP 4.380 4.381
S1 4.369 4.369

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

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