NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.414 4.481 0.067 1.5% 4.433
High 4.544 4.562 0.018 0.4% 4.516
Low 4.401 4.433 0.032 0.7% 4.270
Close 4.510 4.506 -0.004 -0.1% 4.414
Range 0.143 0.129 -0.014 -9.8% 0.246
ATR 0.127 0.127 0.000 0.1% 0.000
Volume 18,099 16,944 -1,155 -6.4% 77,919
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 4.887 4.826 4.577
R3 4.758 4.697 4.541
R2 4.629 4.629 4.530
R1 4.568 4.568 4.518 4.599
PP 4.500 4.500 4.500 4.516
S1 4.439 4.439 4.494 4.470
S2 4.371 4.371 4.482
S3 4.242 4.310 4.471
S4 4.113 4.181 4.435
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.138 5.022 4.549
R3 4.892 4.776 4.482
R2 4.646 4.646 4.459
R1 4.530 4.530 4.437 4.465
PP 4.400 4.400 4.400 4.368
S1 4.284 4.284 4.391 4.219
S2 4.154 4.154 4.369
S3 3.908 4.038 4.346
S4 3.662 3.792 4.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.562 4.270 0.292 6.5% 0.119 2.6% 81% True False 16,799
10 4.562 4.270 0.292 6.5% 0.124 2.8% 81% True False 17,641
20 4.884 4.270 0.614 13.6% 0.130 2.9% 38% False False 21,645
40 4.884 4.256 0.628 13.9% 0.123 2.7% 40% False False 21,209
60 4.884 4.051 0.833 18.5% 0.123 2.7% 55% False False 20,046
80 4.884 4.051 0.833 18.5% 0.118 2.6% 55% False False 18,673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.110
2.618 4.900
1.618 4.771
1.000 4.691
0.618 4.642
HIGH 4.562
0.618 4.513
0.500 4.498
0.382 4.482
LOW 4.433
0.618 4.353
1.000 4.304
1.618 4.224
2.618 4.095
4.250 3.885
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.503 4.476
PP 4.500 4.446
S1 4.498 4.416

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

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