NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 4.745 4.863 0.118 2.5% 4.830
High 4.852 4.880 0.028 0.6% 5.010
Low 4.745 4.687 -0.058 -1.2% 4.500
Close 4.836 4.729 -0.107 -2.2% 4.836
Range 0.107 0.193 0.086 80.4% 0.510
ATR 0.151 0.154 0.003 2.0% 0.000
Volume 50,208 26,782 -23,426 -46.7% 214,500
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.344 5.230 4.835
R3 5.151 5.037 4.782
R2 4.958 4.958 4.764
R1 4.844 4.844 4.747 4.805
PP 4.765 4.765 4.765 4.746
S1 4.651 4.651 4.711 4.612
S2 4.572 4.572 4.694
S3 4.379 4.458 4.676
S4 4.186 4.265 4.623
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 10.8% 0.195 4.1% 45% False False 40,657
10 5.010 4.500 0.510 10.8% 0.161 3.4% 45% False False 41,537
20 5.010 4.270 0.740 15.6% 0.148 3.1% 62% False False 29,233
40 5.010 4.270 0.740 15.6% 0.135 2.9% 62% False False 26,077
60 5.010 4.256 0.754 15.9% 0.130 2.8% 63% False False 24,443
80 5.010 4.051 0.959 20.3% 0.129 2.7% 71% False False 22,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.700
2.618 5.385
1.618 5.192
1.000 5.073
0.618 4.999
HIGH 4.880
0.618 4.806
0.500 4.784
0.382 4.761
LOW 4.687
0.618 4.568
1.000 4.494
1.618 4.375
2.618 4.182
4.250 3.867
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 4.784 4.755
PP 4.765 4.746
S1 4.747 4.738

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

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