NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 4.922 4.745 -0.177 -3.6% 4.830
High 5.010 4.852 -0.158 -3.2% 5.010
Low 4.500 4.745 0.245 5.4% 4.500
Close 4.754 4.836 0.082 1.7% 4.836
Range 0.510 0.107 -0.403 -79.0% 0.510
ATR 0.154 0.151 -0.003 -2.2% 0.000
Volume 39,389 50,208 10,819 27.5% 214,500
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.132 5.091 4.895
R3 5.025 4.984 4.865
R2 4.918 4.918 4.856
R1 4.877 4.877 4.846 4.898
PP 4.811 4.811 4.811 4.821
S1 4.770 4.770 4.826 4.791
S2 4.704 4.704 4.816
S3 4.597 4.663 4.807
S4 4.490 4.556 4.777
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.312 6.084 5.117
R3 5.802 5.574 4.976
R2 5.292 5.292 4.930
R1 5.064 5.064 4.883 5.178
PP 4.782 4.782 4.782 4.839
S1 4.554 4.554 4.789 4.668
S2 4.272 4.272 4.743
S3 3.762 4.044 4.696
S4 3.252 3.534 4.556
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 10.5% 0.177 3.7% 66% False False 42,900
10 5.010 4.470 0.540 11.2% 0.160 3.3% 68% False False 41,274
20 5.010 4.270 0.740 15.3% 0.144 3.0% 76% False False 28,967
40 5.010 4.270 0.740 15.3% 0.135 2.8% 76% False False 26,013
60 5.010 4.256 0.754 15.6% 0.131 2.7% 77% False False 24,240
80 5.010 4.051 0.959 19.8% 0.127 2.6% 82% False False 21,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.307
2.618 5.132
1.618 5.025
1.000 4.959
0.618 4.918
HIGH 4.852
0.618 4.811
0.500 4.799
0.382 4.786
LOW 4.745
0.618 4.679
1.000 4.638
1.618 4.572
2.618 4.465
4.250 4.290
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 4.824 4.809
PP 4.811 4.782
S1 4.799 4.755

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

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