NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	4.904	4.891	-0.013	-0.3%	4.650
High	4.917	4.933	0.016	0.3%	4.913
Low	4.842	4.845	0.003	0.1%	4.625
Close	4.905	4.919	0.014	0.3%	4.774
Range	0.075	0.088	0.013	17.3%	0.288
ATR	0.130	0.127	-0.003	-2.3%	0.000
Volume	41,388	45,518	4,130	10.0%	174,096

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.163	5.129	4.967
R3	5.075	5.041	4.943
R2	4.987	4.987	4.935
R1	4.953	4.953	4.927	4.970
PP	4.899	4.899	4.899	4.908
S1	4.865	4.865	4.911	4.882
S2	4.811	4.811	4.903
S3	4.723	4.777	4.895
S4	4.635	4.689	4.871

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	4.933	4.718	0.215	4.4%	0.114	2.3%	93%	True	False	46,902
10	4.933	4.352	0.581	11.8%	0.126	2.6%	98%	True	False	35,533
20	4.933	4.270	0.663	13.5%	0.125	2.5%	98%	True	False	26,587
40	4.933	4.270	0.663	13.5%	0.124	2.5%	98%	True	False	24,634
60	4.933	4.140	0.793	16.1%	0.125	2.5%	98%	True	False	23,264
80	4.933	4.051	0.882	17.9%	0.121	2.5%	98%	True	False	21,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.307
2.618	5.163
1.618	5.075
1.000	5.021
0.618	4.987
HIGH	4.933
0.618	4.899
0.500	4.889
0.382	4.879
LOW	4.845
0.618	4.791
1.000	4.757
1.618	4.703
2.618	4.615
4.250	4.471

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	4.909	4.903
PP	4.899	4.886
S1	4.889	4.870

Download as Excel Spreadsheet

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

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