NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 4.650 4.726 0.076 1.6% 4.414
High 4.775 4.756 -0.019 -0.4% 4.651
Low 4.625 4.678 0.053 1.1% 4.352
Close 4.744 4.717 -0.027 -0.6% 4.614
Range 0.150 0.078 -0.072 -48.0% 0.299
ATR 0.135 0.131 -0.004 -3.0% 0.000
Volume 26,094 38,395 12,301 47.1% 91,377
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.951 4.912 4.760
R3 4.873 4.834 4.738
R2 4.795 4.795 4.731
R1 4.756 4.756 4.724 4.737
PP 4.717 4.717 4.717 4.707
S1 4.678 4.678 4.710 4.659
S2 4.639 4.639 4.703
S3 4.561 4.600 4.696
S4 4.483 4.522 4.674
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 9.0% 0.138 2.9% 86% False False 24,164
10 4.775 4.270 0.505 10.7% 0.129 2.7% 89% False False 20,481
20 4.852 4.270 0.582 12.3% 0.138 2.9% 77% False False 22,040
40 4.884 4.256 0.628 13.3% 0.122 2.6% 73% False False 21,221
60 4.884 4.116 0.768 16.3% 0.125 2.7% 78% False False 20,686
80 4.884 4.051 0.833 17.7% 0.121 2.6% 80% False False 19,386
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.088
2.618 4.960
1.618 4.882
1.000 4.834
0.618 4.804
HIGH 4.756
0.618 4.726
0.500 4.717
0.382 4.708
LOW 4.678
0.618 4.630
1.000 4.600
1.618 4.552
2.618 4.474
4.250 4.347
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 4.717 4.686
PP 4.717 4.654
S1 4.717 4.623

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

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