NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.373 4.305 -0.068 -1.6% 4.433
High 4.383 4.444 0.061 1.4% 4.516
Low 4.288 4.270 -0.018 -0.4% 4.270
Close 4.294 4.414 0.120 2.8% 4.414
Range 0.095 0.174 0.079 83.2% 0.246
ATR 0.122 0.126 0.004 3.0% 0.000
Volume 11,663 18,483 6,820 58.5% 77,919
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 4.898 4.830 4.510
R3 4.724 4.656 4.462
R2 4.550 4.550 4.446
R1 4.482 4.482 4.430 4.516
PP 4.376 4.376 4.376 4.393
S1 4.308 4.308 4.398 4.342
S2 4.202 4.202 4.382
S3 4.028 4.134 4.366
S4 3.854 3.960 4.318
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.138 5.022 4.549
R3 4.892 4.776 4.482
R2 4.646 4.646 4.459
R1 4.530 4.530 4.437 4.465
PP 4.400 4.400 4.400 4.368
S1 4.284 4.284 4.391 4.219
S2 4.154 4.154 4.369
S3 3.908 4.038 4.346
S4 3.662 3.792 4.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.270 0.246 5.6% 0.124 2.8% 59% False True 15,583
10 4.516 4.270 0.246 5.6% 0.121 2.7% 59% False True 20,294
20 4.884 4.270 0.614 13.9% 0.125 2.8% 23% False True 21,868
40 4.884 4.256 0.628 14.2% 0.124 2.8% 25% False False 21,528
60 4.884 4.051 0.833 18.9% 0.124 2.8% 44% False False 20,025
80 4.884 4.051 0.833 18.9% 0.117 2.7% 44% False False 18,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.184
2.618 4.900
1.618 4.726
1.000 4.618
0.618 4.552
HIGH 4.444
0.618 4.378
0.500 4.357
0.382 4.336
LOW 4.270
0.618 4.162
1.000 4.096
1.618 3.988
2.618 3.814
4.250 3.531
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.395 4.395
PP 4.376 4.376
S1 4.357 4.357

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

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