NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4.315 4.342 0.027 0.6% 4.417
High 4.342 4.435 0.093 2.1% 4.537
Low 4.261 4.309 0.048 1.1% 4.255
Close 4.329 4.412 0.083 1.9% 4.319
Range 0.081 0.126 0.045 55.6% 0.282
ATR 0.133 0.133 -0.001 -0.4% 0.000
Volume 15,468 13,446 -2,022 -13.1% 114,820
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.763 4.714 4.481
R3 4.637 4.588 4.447
R2 4.511 4.511 4.435
R1 4.462 4.462 4.424 4.487
PP 4.385 4.385 4.385 4.398
S1 4.336 4.336 4.400 4.361
S2 4.259 4.259 4.389
S3 4.133 4.210 4.377
S4 4.007 4.084 4.343
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.216 5.050 4.474
R3 4.934 4.768 4.397
R2 4.652 4.652 4.371
R1 4.486 4.486 4.345 4.428
PP 4.370 4.370 4.370 4.342
S1 4.204 4.204 4.293 4.146
S2 4.088 4.088 4.267
S3 3.806 3.922 4.241
S4 3.524 3.640 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.537 4.255 0.282 6.4% 0.116 2.6% 56% False False 19,855
10 4.692 4.255 0.437 9.9% 0.119 2.7% 36% False False 21,982
20 5.010 4.255 0.755 17.1% 0.137 3.1% 21% False False 32,218
40 5.010 4.255 0.755 17.1% 0.137 3.1% 21% False False 26,826
60 5.010 4.255 0.755 17.1% 0.128 2.9% 21% False False 24,591
80 5.010 4.053 0.957 21.7% 0.129 2.9% 38% False False 23,232
100 5.010 4.051 0.959 21.7% 0.124 2.8% 38% False False 21,727
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.971
2.618 4.765
1.618 4.639
1.000 4.561
0.618 4.513
HIGH 4.435
0.618 4.387
0.500 4.372
0.382 4.357
LOW 4.309
0.618 4.231
1.000 4.183
1.618 4.105
2.618 3.979
4.250 3.774
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.399 4.391
PP 4.385 4.369
S1 4.372 4.348

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

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