NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 4.891 4.922 0.031 0.6% 4.650
High 4.933 5.010 0.077 1.6% 4.913
Low 4.845 4.500 -0.345 -7.1% 4.625
Close 4.919 4.754 -0.165 -3.4% 4.774
Range 0.088 0.510 0.422 479.5% 0.288
ATR 0.127 0.154 0.027 21.6% 0.000
Volume 45,518 39,389 -6,129 -13.5% 174,096
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.285 6.029 5.035
R3 5.775 5.519 4.894
R2 5.265 5.265 4.848
R1 5.009 5.009 4.801 4.882
PP 4.755 4.755 4.755 4.691
S1 4.499 4.499 4.707 4.372
S2 4.245 4.245 4.661
S3 3.735 3.989 4.614
S4 3.225 3.479 4.474
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 5.010 4.500 0.510 10.7% 0.177 3.7% 50% True True 48,883
10 5.010 4.352 0.658 13.8% 0.171 3.6% 61% True False 37,754
20 5.010 4.270 0.740 15.6% 0.145 3.0% 65% True False 27,553
40 5.010 4.270 0.740 15.6% 0.135 2.8% 65% True False 25,180
60 5.010 4.250 0.760 16.0% 0.131 2.8% 66% True False 23,695
80 5.010 4.051 0.959 20.2% 0.127 2.7% 73% True False 21,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 7.178
2.618 6.345
1.618 5.835
1.000 5.520
0.618 5.325
HIGH 5.010
0.618 4.815
0.500 4.755
0.382 4.695
LOW 4.500
0.618 4.185
1.000 3.990
1.618 3.675
2.618 3.165
4.250 2.333
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 4.755 4.755
PP 4.755 4.755
S1 4.754 4.754

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

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