NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 4.342 4.433 0.091 2.1% 4.417
High 4.435 4.433 -0.002 0.0% 4.537
Low 4.309 4.335 0.026 0.6% 4.255
Close 4.412 4.373 -0.039 -0.9% 4.319
Range 0.126 0.098 -0.028 -22.2% 0.282
ATR 0.133 0.130 -0.002 -1.9% 0.000
Volume 13,446 25,930 12,484 92.8% 114,820
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.674 4.622 4.427
R3 4.576 4.524 4.400
R2 4.478 4.478 4.391
R1 4.426 4.426 4.382 4.403
PP 4.380 4.380 4.380 4.369
S1 4.328 4.328 4.364 4.305
S2 4.282 4.282 4.355
S3 4.184 4.230 4.346
S4 4.086 4.132 4.319
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 4.435 4.255 0.180 4.1% 0.112 2.6% 66% False False 21,101
10 4.687 4.255 0.432 9.9% 0.121 2.8% 27% False False 22,611
20 5.010 4.255 0.755 17.3% 0.138 3.2% 16% False False 31,595
40 5.010 4.255 0.755 17.3% 0.138 3.2% 16% False False 26,817
60 5.010 4.255 0.755 17.3% 0.127 2.9% 16% False False 24,679
80 5.010 4.116 0.894 20.4% 0.129 2.9% 29% False False 23,413
100 5.010 4.051 0.959 21.9% 0.124 2.8% 34% False False 21,828
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.850
2.618 4.690
1.618 4.592
1.000 4.531
0.618 4.494
HIGH 4.433
0.618 4.396
0.500 4.384
0.382 4.372
LOW 4.335
0.618 4.274
1.000 4.237
1.618 4.176
2.618 4.078
4.250 3.919
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 4.384 4.365
PP 4.380 4.356
S1 4.377 4.348

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

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