NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 4.904 4.891 -0.013 -0.3% 4.650
High 4.917 4.933 0.016 0.3% 4.913
Low 4.842 4.845 0.003 0.1% 4.625
Close 4.905 4.919 0.014 0.3% 4.774
Range 0.075 0.088 0.013 17.3% 0.288
ATR 0.130 0.127 -0.003 -2.3% 0.000
Volume 41,388 45,518 4,130 10.0% 174,096
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.163 5.129 4.967
R3 5.075 5.041 4.943
R2 4.987 4.987 4.935
R1 4.953 4.953 4.927 4.970
PP 4.899 4.899 4.899 4.908
S1 4.865 4.865 4.911 4.882
S2 4.811 4.811 4.903
S3 4.723 4.777 4.895
S4 4.635 4.689 4.871
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.635 5.492 4.932
R3 5.347 5.204 4.853
R2 5.059 5.059 4.827
R1 4.916 4.916 4.800 4.988
PP 4.771 4.771 4.771 4.806
S1 4.628 4.628 4.748 4.700
S2 4.483 4.483 4.721
S3 4.195 4.340 4.695
S4 3.907 4.052 4.616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.933 4.718 0.215 4.4% 0.114 2.3% 93% True False 46,902
10 4.933 4.352 0.581 11.8% 0.126 2.6% 98% True False 35,533
20 4.933 4.270 0.663 13.5% 0.125 2.5% 98% True False 26,587
40 4.933 4.270 0.663 13.5% 0.124 2.5% 98% True False 24,634
60 4.933 4.140 0.793 16.1% 0.125 2.5% 98% True False 23,264
80 4.933 4.051 0.882 17.9% 0.121 2.5% 98% True False 21,193
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.307
2.618 5.163
1.618 5.075
1.000 5.021
0.618 4.987
HIGH 4.933
0.618 4.899
0.500 4.889
0.382 4.879
LOW 4.845
0.618 4.791
1.000 4.757
1.618 4.703
2.618 4.615
4.250 4.471
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 4.909 4.903
PP 4.899 4.886
S1 4.889 4.870

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

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