NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.500 4.547 0.047 1.0% 4.433
High 4.544 4.574 0.030 0.7% 4.516
Low 4.485 4.352 -0.133 -3.0% 4.270
Close 4.538 4.469 -0.069 -1.5% 4.414
Range 0.059 0.222 0.163 276.3% 0.246
ATR 0.123 0.130 0.007 5.8% 0.000
Volume 17,178 15,010 -2,168 -12.6% 77,919
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 5.131 5.022 4.591
R3 4.909 4.800 4.530
R2 4.687 4.687 4.510
R1 4.578 4.578 4.489 4.522
PP 4.465 4.465 4.465 4.437
S1 4.356 4.356 4.449 4.300
S2 4.243 4.243 4.428
S3 4.021 4.134 4.408
S4 3.799 3.912 4.347
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 4.574 4.270 0.304 6.8% 0.145 3.3% 65% True False 17,142
10 4.574 4.270 0.304 6.8% 0.129 2.9% 65% True False 16,659
20 4.884 4.270 0.614 13.7% 0.131 2.9% 32% False False 22,220
40 4.884 4.256 0.628 14.1% 0.123 2.8% 34% False False 20,830
60 4.884 4.051 0.833 18.6% 0.124 2.8% 50% False False 19,967
80 4.884 4.051 0.833 18.6% 0.119 2.7% 50% False False 18,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.518
2.618 5.155
1.618 4.933
1.000 4.796
0.618 4.711
HIGH 4.574
0.618 4.489
0.500 4.463
0.382 4.437
LOW 4.352
0.618 4.215
1.000 4.130
1.618 3.993
2.618 3.771
4.250 3.409
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.467 4.467
PP 4.465 4.465
S1 4.463 4.463

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

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