NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 4.470 4.650 0.180 4.0% 4.414
High 4.651 4.775 0.124 2.7% 4.651
Low 4.470 4.625 0.155 3.5% 4.352
Close 4.614 4.744 0.130 2.8% 4.614
Range 0.181 0.150 -0.031 -17.1% 0.299
ATR 0.133 0.135 0.002 1.5% 0.000
Volume 24,146 26,094 1,948 8.1% 91,377
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 5.165 5.104 4.827
R3 5.015 4.954 4.785
R2 4.865 4.865 4.772
R1 4.804 4.804 4.758 4.835
PP 4.715 4.715 4.715 4.730
S1 4.654 4.654 4.730 4.685
S2 4.565 4.565 4.717
S3 4.415 4.504 4.703
S4 4.265 4.354 4.662
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 4.775 4.352 0.423 8.9% 0.148 3.1% 93% True False 19,874
10 4.775 4.270 0.505 10.6% 0.136 2.9% 94% True False 18,204
20 4.883 4.270 0.613 12.9% 0.137 2.9% 77% False False 21,434
40 4.884 4.256 0.628 13.2% 0.123 2.6% 78% False False 20,777
60 4.884 4.053 0.831 17.5% 0.127 2.7% 83% False False 20,237
80 4.884 4.051 0.833 17.6% 0.121 2.5% 83% False False 19,104
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.413
2.618 5.168
1.618 5.018
1.000 4.925
0.618 4.868
HIGH 4.775
0.618 4.718
0.500 4.700
0.382 4.682
LOW 4.625
0.618 4.532
1.000 4.475
1.618 4.382
2.618 4.232
4.250 3.988
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 4.729 4.684
PP 4.715 4.624
S1 4.700 4.564

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

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