NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 4.836 4.830 -0.006 -0.1% 4.650
High 4.860 4.910 0.050 1.0% 4.913
Low 4.751 4.807 0.056 1.2% 4.625
Close 4.774 4.893 0.119 2.5% 4.774
Range 0.109 0.103 -0.006 -5.5% 0.288
ATR 0.134 0.134 0.000 0.1% 0.000
Volume 80,123 37,997 -42,126 -52.6% 174,096
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.179 5.139 4.950
R3 5.076 5.036 4.921
R2 4.973 4.973 4.912
R1 4.933 4.933 4.902 4.953
PP 4.870 4.870 4.870 4.880
S1 4.830 4.830 4.884 4.850
S2 4.767 4.767 4.874
S3 4.664 4.727 4.865
S4 4.561 4.624 4.836
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.635 5.492 4.932
R3 5.347 5.204 4.853
R2 5.059 5.059 4.827
R1 4.916 4.916 4.800 4.988
PP 4.771 4.771 4.771 4.806
S1 4.628 4.628 4.748 4.700
S2 4.483 4.483 4.721
S3 4.195 4.340 4.695
S4 3.907 4.052 4.616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.913 4.625 0.288 5.9% 0.127 2.6% 93% False False 42,418
10 4.913 4.352 0.561 11.5% 0.137 2.8% 96% False False 30,347
20 4.913 4.270 0.643 13.1% 0.129 2.6% 97% False False 25,320
40 4.913 4.256 0.657 13.4% 0.125 2.5% 97% False False 23,657
60 4.913 4.130 0.783 16.0% 0.126 2.6% 97% False False 22,332
80 4.913 4.051 0.862 17.6% 0.122 2.5% 98% False False 20,553
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.348
2.618 5.180
1.618 5.077
1.000 5.013
0.618 4.974
HIGH 4.910
0.618 4.871
0.500 4.859
0.382 4.846
LOW 4.807
0.618 4.743
1.000 4.704
1.618 4.640
2.618 4.537
4.250 4.369
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 4.882 4.867
PP 4.870 4.841
S1 4.859 4.816

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

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