NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.365 4.433 0.068 1.6% 4.425
High 4.450 4.516 0.066 1.5% 4.460
Low 4.335 4.375 0.040 0.9% 4.285
Close 4.428 4.497 0.069 1.6% 4.428
Range 0.115 0.141 0.026 22.6% 0.175
ATR 0.126 0.127 0.001 0.9% 0.000
Volume 21,448 13,348 -8,100 -37.8% 125,023
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4.886 4.832 4.575
R3 4.745 4.691 4.536
R2 4.604 4.604 4.523
R1 4.550 4.550 4.510 4.577
PP 4.463 4.463 4.463 4.476
S1 4.409 4.409 4.484 4.436
S2 4.322 4.322 4.471
S3 4.181 4.268 4.458
S4 4.040 4.127 4.419
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.916 4.847 4.524
R3 4.741 4.672 4.476
R2 4.566 4.566 4.460
R1 4.497 4.497 4.444 4.532
PP 4.391 4.391 4.391 4.408
S1 4.322 4.322 4.412 4.357
S2 4.216 4.216 4.396
S3 4.041 4.147 4.380
S4 3.866 3.972 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.285 0.231 5.1% 0.119 2.6% 92% True False 21,251
10 4.883 4.285 0.598 13.3% 0.137 3.1% 35% False False 24,664
20 4.884 4.285 0.599 13.3% 0.126 2.8% 35% False False 22,062
40 4.884 4.256 0.628 14.0% 0.123 2.7% 38% False False 21,805
60 4.884 4.051 0.833 18.5% 0.123 2.7% 54% False False 19,758
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 0.024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.115
2.618 4.885
1.618 4.744
1.000 4.657
0.618 4.603
HIGH 4.516
0.618 4.462
0.500 4.446
0.382 4.429
LOW 4.375
0.618 4.288
1.000 4.234
1.618 4.147
2.618 4.006
4.250 3.776
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.480 4.465
PP 4.463 4.433
S1 4.446 4.401

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

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