NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.367 4.365 -0.002 0.0% 4.425
High 4.403 4.450 0.047 1.1% 4.460
Low 4.285 4.335 0.050 1.2% 4.285
Close 4.376 4.428 0.052 1.2% 4.428
Range 0.118 0.115 -0.003 -2.5% 0.175
ATR 0.127 0.126 -0.001 -0.7% 0.000
Volume 21,928 21,448 -480 -2.2% 125,023
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.749 4.704 4.491
R3 4.634 4.589 4.460
R2 4.519 4.519 4.449
R1 4.474 4.474 4.439 4.497
PP 4.404 4.404 4.404 4.416
S1 4.359 4.359 4.417 4.382
S2 4.289 4.289 4.407
S3 4.174 4.244 4.396
S4 4.059 4.129 4.365
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.916 4.847 4.524
R3 4.741 4.672 4.476
R2 4.566 4.566 4.460
R1 4.497 4.497 4.444 4.532
PP 4.391 4.391 4.391 4.408
S1 4.322 4.322 4.412 4.357
S2 4.216 4.216 4.396
S3 4.041 4.147 4.380
S4 3.866 3.972 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.460 4.285 0.175 4.0% 0.118 2.7% 82% False False 25,004
10 4.884 4.285 0.599 13.5% 0.132 3.0% 24% False False 26,332
20 4.884 4.285 0.599 13.5% 0.122 2.8% 24% False False 22,922
40 4.884 4.256 0.628 14.2% 0.122 2.7% 27% False False 22,048
60 4.884 4.051 0.833 18.8% 0.122 2.8% 45% False False 19,721
Crabel Price Patterns
NR True
NR4 False
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.751
1.618 4.636
1.000 4.565
0.618 4.521
HIGH 4.450
0.618 4.406
0.500 4.393
0.382 4.379
LOW 4.335
0.618 4.264
1.000 4.220
1.618 4.149
2.618 4.034
4.250 3.846
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.416 4.408
PP 4.404 4.388
S1 4.393 4.368

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

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