NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4.481 4.500 0.019 0.4% 4.433
High 4.562 4.544 -0.018 -0.4% 4.516
Low 4.433 4.485 0.052 1.2% 4.270
Close 4.506 4.538 0.032 0.7% 4.414
Range 0.129 0.059 -0.070 -54.3% 0.246
ATR 0.127 0.123 -0.005 -3.8% 0.000
Volume 16,944 17,178 234 1.4% 77,919
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.678 4.570
R3 4.640 4.619 4.554
R2 4.581 4.581 4.549
R1 4.560 4.560 4.543 4.571
PP 4.522 4.522 4.522 4.528
S1 4.501 4.501 4.533 4.512
S2 4.463 4.463 4.527
S3 4.404 4.442 4.522
S4 4.345 4.383 4.506
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 6.4% 0.120 2.6% 92% False False 16,473
10 4.562 4.270 0.292 6.4% 0.118 2.6% 92% False False 17,351
20 4.884 4.270 0.614 13.5% 0.128 2.8% 44% False False 21,924
40 4.884 4.256 0.628 13.8% 0.120 2.6% 45% False False 21,028
60 4.884 4.051 0.833 18.4% 0.122 2.7% 58% False False 20,046
80 4.884 4.051 0.833 18.4% 0.117 2.6% 58% False False 18,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.795
2.618 4.698
1.618 4.639
1.000 4.603
0.618 4.580
HIGH 4.544
0.618 4.521
0.500 4.515
0.382 4.508
LOW 4.485
0.618 4.449
1.000 4.426
1.618 4.390
2.618 4.331
4.250 4.234
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4.530 4.519
PP 4.522 4.500
S1 4.515 4.482

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

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