NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4.547 4.470 -0.077 -1.7% 4.414
High 4.574 4.651 0.077 1.7% 4.651
Low 4.352 4.470 0.118 2.7% 4.352
Close 4.469 4.614 0.145 3.2% 4.614
Range 0.222 0.181 -0.041 -18.5% 0.299
ATR 0.130 0.133 0.004 2.9% 0.000
Volume 15,010 24,146 9,136 60.9% 91,377
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.121 5.049 4.714
R3 4.940 4.868 4.664
R2 4.759 4.759 4.647
R1 4.687 4.687 4.631 4.723
PP 4.578 4.578 4.578 4.597
S1 4.506 4.506 4.597 4.542
S2 4.397 4.397 4.581
S3 4.216 4.325 4.564
S4 4.035 4.144 4.514
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.436 5.324 4.778
R3 5.137 5.025 4.696
R2 4.838 4.838 4.669
R1 4.726 4.726 4.641 4.782
PP 4.539 4.539 4.539 4.567
S1 4.427 4.427 4.587 4.483
S2 4.240 4.240 4.559
S3 3.941 4.128 4.532
S4 3.642 3.829 4.450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.651 4.352 0.299 6.5% 0.147 3.2% 88% True False 18,275
10 4.651 4.270 0.381 8.3% 0.135 2.9% 90% True False 16,929
20 4.884 4.270 0.614 13.3% 0.134 2.9% 56% False False 21,630
40 4.884 4.256 0.628 13.6% 0.122 2.6% 57% False False 20,922
60 4.884 4.051 0.833 18.1% 0.126 2.7% 68% False False 20,059
80 4.884 4.051 0.833 18.1% 0.120 2.6% 68% False False 18,927
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.420
2.618 5.125
1.618 4.944
1.000 4.832
0.618 4.763
HIGH 4.651
0.618 4.582
0.500 4.561
0.382 4.539
LOW 4.470
0.618 4.358
1.000 4.289
1.618 4.177
2.618 3.996
4.250 3.701
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4.596 4.577
PP 4.578 4.539
S1 4.561 4.502

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

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