NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 4.710 4.643 -0.067 -1.4% 4.830
High 4.740 4.692 -0.048 -1.0% 5.010
Low 4.647 4.613 -0.034 -0.7% 4.500
Close 4.668 4.670 0.002 0.0% 4.836
Range 0.093 0.079 -0.014 -15.1% 0.510
ATR 0.150 0.144 -0.005 -3.4% 0.000
Volume 35,273 19,636 -15,637 -44.3% 214,500
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.895 4.862 4.713
R3 4.816 4.783 4.692
R2 4.737 4.737 4.684
R1 4.704 4.704 4.677 4.721
PP 4.658 4.658 4.658 4.667
S1 4.625 4.625 4.663 4.642
S2 4.579 4.579 4.656
S3 4.500 4.546 4.648
S4 4.421 4.467 4.627
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% 0.196 4.2% 33% False False 34,257
10 5.010 4.500 0.510 10.9% 0.155 3.3% 33% False False 40,579
20 5.010 4.270 0.740 15.8% 0.142 3.0% 54% False False 30,530
40 5.010 4.270 0.740 15.8% 0.134 2.9% 54% False False 26,323
60 5.010 4.256 0.754 16.1% 0.130 2.8% 55% False False 24,728
80 5.010 4.051 0.959 20.5% 0.129 2.8% 65% False False 22,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.028
2.618 4.899
1.618 4.820
1.000 4.771
0.618 4.741
HIGH 4.692
0.618 4.662
0.500 4.653
0.382 4.643
LOW 4.613
0.618 4.564
1.000 4.534
1.618 4.485
2.618 4.406
4.250 4.277
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 4.664 4.747
PP 4.658 4.721
S1 4.653 4.696

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

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