NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.417 4.413 -0.004 -0.1% 4.863
High 4.473 4.510 0.037 0.8% 4.880
Low 4.344 4.409 0.065 1.5% 4.418
Close 4.421 4.489 0.068 1.5% 4.424
Range 0.129 0.101 -0.028 -21.7% 0.462
ATR 0.144 0.141 -0.003 -2.1% 0.000
Volume 22,249 22,206 -43 -0.2% 138,143
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.772 4.732 4.545
R3 4.671 4.631 4.517
R2 4.570 4.570 4.508
R1 4.530 4.530 4.498 4.550
PP 4.469 4.469 4.469 4.480
S1 4.429 4.429 4.480 4.449
S2 4.368 4.368 4.470
S3 4.267 4.328 4.461
S4 4.166 4.227 4.433
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 4.692 4.344 0.348 7.8% 0.122 2.7% 42% False False 24,108
10 5.010 4.344 0.666 14.8% 0.160 3.6% 22% False False 31,771
20 5.010 4.344 0.666 14.8% 0.145 3.2% 22% False False 32,223
40 5.010 4.270 0.740 16.5% 0.137 3.0% 30% False False 26,892
60 5.010 4.256 0.754 16.8% 0.131 2.9% 31% False False 24,971
80 5.010 4.051 0.959 21.4% 0.129 2.9% 46% False False 23,078
100 5.010 4.051 0.959 21.4% 0.123 2.7% 46% False False 21,351
Crabel Price Patterns
NR True
NR4 True
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 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.774
1.618 4.673
1.000 4.611
0.618 4.572
HIGH 4.510
0.618 4.471
0.500 4.460
0.382 4.448
LOW 4.409
0.618 4.347
1.000 4.308
1.618 4.246
2.618 4.145
4.250 3.980
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.479 4.474
PP 4.469 4.458
S1 4.460 4.443

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

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