NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.450 4.367 -0.083 -1.9% 4.835
High 4.450 4.403 -0.047 -1.1% 4.884
Low 4.333 4.285 -0.048 -1.1% 4.388
Close 4.358 4.376 0.018 0.4% 4.407
Range 0.117 0.118 0.001 0.9% 0.496
ATR 0.127 0.127 -0.001 -0.5% 0.000
Volume 20,079 21,928 1,849 9.2% 138,300
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 4.709 4.660 4.441
R3 4.591 4.542 4.408
R2 4.473 4.473 4.398
R1 4.424 4.424 4.387 4.449
PP 4.355 4.355 4.355 4.367
S1 4.306 4.306 4.365 4.331
S2 4.237 4.237 4.354
S3 4.119 4.188 4.344
S4 4.001 4.070 4.311
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 4.510 4.285 0.225 5.1% 0.119 2.7% 40% False True 29,459
10 4.884 4.285 0.599 13.7% 0.134 3.1% 15% False True 27,782
20 4.884 4.285 0.599 13.7% 0.125 2.9% 15% False True 23,060
40 4.884 4.256 0.628 14.4% 0.124 2.8% 19% False False 21,877
60 4.884 4.051 0.833 19.0% 0.121 2.8% 39% False False 19,570
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.905
2.618 4.712
1.618 4.594
1.000 4.521
0.618 4.476
HIGH 4.403
0.618 4.358
0.500 4.344
0.382 4.330
LOW 4.285
0.618 4.212
1.000 4.167
1.618 4.094
2.618 3.976
4.250 3.784
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.365 4.373
PP 4.355 4.370
S1 4.344 4.368

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

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