NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 4.863 4.710 -0.153 -3.1% 4.830
High 4.880 4.740 -0.140 -2.9% 5.010
Low 4.687 4.647 -0.040 -0.9% 4.500
Close 4.729 4.668 -0.061 -1.3% 4.836
Range 0.193 0.093 -0.100 -51.8% 0.510
ATR 0.154 0.150 -0.004 -2.8% 0.000
Volume 26,782 35,273 8,491 31.7% 214,500
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.964 4.909 4.719
R3 4.871 4.816 4.694
R2 4.778 4.778 4.685
R1 4.723 4.723 4.677 4.704
PP 4.685 4.685 4.685 4.676
S1 4.630 4.630 4.659 4.611
S2 4.592 4.592 4.651
S3 4.499 4.537 4.642
S4 4.406 4.444 4.617
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 10.9% 0.198 4.2% 33% False False 39,434
10 5.010 4.500 0.510 10.9% 0.155 3.3% 33% False False 42,455
20 5.010 4.270 0.740 15.9% 0.146 3.1% 54% False False 30,329
40 5.010 4.270 0.740 15.9% 0.136 2.9% 54% False False 26,196
60 5.010 4.256 0.754 16.2% 0.131 2.8% 55% False False 24,646
80 5.010 4.051 0.959 20.5% 0.129 2.8% 64% False False 22,401
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.135
2.618 4.983
1.618 4.890
1.000 4.833
0.618 4.797
HIGH 4.740
0.618 4.704
0.500 4.694
0.382 4.683
LOW 4.647
0.618 4.590
1.000 4.554
1.618 4.497
2.618 4.404
4.250 4.252
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4.694 4.764
PP 4.685 4.732
S1 4.677 4.700

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

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