NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.542 4.417 -0.125 -2.8% 4.863
High 4.542 4.473 -0.069 -1.5% 4.880
Low 4.418 4.344 -0.074 -1.7% 4.418
Close 4.424 4.421 -0.003 -0.1% 4.424
Range 0.124 0.129 0.005 4.0% 0.462
ATR 0.145 0.144 -0.001 -0.8% 0.000
Volume 32,586 22,249 -10,337 -31.7% 138,143
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.800 4.739 4.492
R3 4.671 4.610 4.456
R2 4.542 4.542 4.445
R1 4.481 4.481 4.433 4.512
PP 4.413 4.413 4.413 4.428
S1 4.352 4.352 4.409 4.383
S2 4.284 4.284 4.397
S3 4.155 4.223 4.386
S4 4.026 4.094 4.350
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.960 5.654 4.678
R3 5.498 5.192 4.551
R2 5.036 5.036 4.509
R1 4.730 4.730 4.466 4.652
PP 4.574 4.574 4.574 4.535
S1 4.268 4.268 4.382 4.190
S2 4.112 4.112 4.339
S3 3.650 3.806 4.297
S4 3.188 3.344 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.740 4.344 0.396 9.0% 0.120 2.7% 19% False True 26,722
10 5.010 4.344 0.666 15.1% 0.158 3.6% 12% False True 33,689
20 5.010 4.344 0.666 15.1% 0.147 3.3% 12% False True 32,018
40 5.010 4.270 0.740 16.7% 0.136 3.1% 20% False False 26,943
60 5.010 4.256 0.754 17.1% 0.132 3.0% 22% False False 25,024
80 5.010 4.051 0.959 21.7% 0.130 2.9% 39% False False 23,023
100 5.010 4.051 0.959 21.7% 0.123 2.8% 39% False False 21,304
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.021
2.618 4.811
1.618 4.682
1.000 4.602
0.618 4.553
HIGH 4.473
0.618 4.424
0.500 4.409
0.382 4.393
LOW 4.344
0.618 4.264
1.000 4.215
1.618 4.135
2.618 4.006
4.250 3.796
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.417 4.516
PP 4.413 4.484
S1 4.409 4.453

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

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