NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4.643 4.677 0.034 0.7% 4.830
High 4.692 4.687 -0.005 -0.1% 5.010
Low 4.613 4.510 -0.103 -2.2% 4.500
Close 4.670 4.513 -0.157 -3.4% 4.836
Range 0.079 0.177 0.098 124.1% 0.510
ATR 0.144 0.147 0.002 1.6% 0.000
Volume 19,636 23,866 4,230 21.5% 214,500
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.101 4.984 4.610
R3 4.924 4.807 4.562
R2 4.747 4.747 4.545
R1 4.630 4.630 4.529 4.600
PP 4.570 4.570 4.570 4.555
S1 4.453 4.453 4.497 4.423
S2 4.393 4.393 4.481
S3 4.216 4.276 4.464
S4 4.039 4.099 4.416
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 4.880 4.510 0.370 8.2% 0.130 2.9% 1% False True 31,153
10 5.010 4.500 0.510 11.3% 0.153 3.4% 3% False False 40,018
20 5.010 4.270 0.740 16.4% 0.148 3.3% 33% False False 30,783
40 5.010 4.270 0.740 16.4% 0.135 3.0% 33% False False 26,565
60 5.010 4.256 0.754 16.7% 0.132 2.9% 34% False False 24,833
80 5.010 4.051 0.959 21.2% 0.129 2.9% 48% False False 22,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.439
2.618 5.150
1.618 4.973
1.000 4.864
0.618 4.796
HIGH 4.687
0.618 4.619
0.500 4.599
0.382 4.578
LOW 4.510
0.618 4.401
1.000 4.333
1.618 4.224
2.618 4.047
4.250 3.758
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.599 4.625
PP 4.570 4.588
S1 4.542 4.550

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

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