NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.389 4.373 -0.016 -0.4% 4.425
High 4.430 4.383 -0.047 -1.1% 4.460
Low 4.374 4.288 -0.086 -2.0% 4.285
Close 4.393 4.294 -0.099 -2.3% 4.428
Range 0.056 0.095 0.039 69.6% 0.175
ATR 0.124 0.122 -0.001 -1.1% 0.000
Volume 18,807 11,663 -7,144 -38.0% 125,023
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.607 4.545 4.346
R3 4.512 4.450 4.320
R2 4.417 4.417 4.311
R1 4.355 4.355 4.303 4.339
PP 4.322 4.322 4.322 4.313
S1 4.260 4.260 4.285 4.244
S2 4.227 4.227 4.277
S3 4.132 4.165 4.268
S4 4.037 4.070 4.242
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 4.288 0.228 5.3% 0.112 2.6% 3% False True 16,176
10 4.516 4.285 0.231 5.4% 0.116 2.7% 4% False False 22,818
20 4.884 4.285 0.599 13.9% 0.123 2.9% 2% False False 22,017
40 4.884 4.256 0.628 14.6% 0.124 2.9% 6% False False 21,709
60 4.884 4.051 0.833 19.4% 0.123 2.9% 29% False False 20,033
80 4.884 4.051 0.833 19.4% 0.116 2.7% 29% False False 18,593
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 True
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.787
2.618 4.632
1.618 4.537
1.000 4.478
0.618 4.442
HIGH 4.383
0.618 4.347
0.500 4.336
0.382 4.324
LOW 4.288
0.618 4.229
1.000 4.193
1.618 4.134
2.618 4.039
4.250 3.884
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.336 4.395
PP 4.322 4.361
S1 4.308 4.328

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

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