NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.413 4.520 0.107 2.4% 4.863
High 4.510 4.537 0.027 0.6% 4.880
Low 4.409 4.417 0.008 0.2% 4.418
Close 4.489 4.418 -0.071 -1.6% 4.424
Range 0.101 0.120 0.019 18.8% 0.462
ATR 0.141 0.139 -0.001 -1.1% 0.000
Volume 22,206 19,700 -2,506 -11.3% 138,143
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.817 4.738 4.484
R3 4.697 4.618 4.451
R2 4.577 4.577 4.440
R1 4.498 4.498 4.429 4.478
PP 4.457 4.457 4.457 4.447
S1 4.378 4.378 4.407 4.358
S2 4.337 4.337 4.396
S3 4.217 4.258 4.385
S4 4.097 4.138 4.352
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 4.687 4.344 0.343 7.8% 0.130 2.9% 22% False False 24,121
10 5.010 4.344 0.666 15.1% 0.163 3.7% 11% False False 29,189
20 5.010 4.344 0.666 15.1% 0.145 3.3% 11% False False 32,361
40 5.010 4.270 0.740 16.7% 0.138 3.1% 20% False False 27,003
60 5.010 4.256 0.754 17.1% 0.130 3.0% 21% False False 24,927
80 5.010 4.051 0.959 21.7% 0.129 2.9% 38% False False 23,125
100 5.010 4.051 0.959 21.7% 0.123 2.8% 38% False False 21,410
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.047
2.618 4.851
1.618 4.731
1.000 4.657
0.618 4.611
HIGH 4.537
0.618 4.491
0.500 4.477
0.382 4.463
LOW 4.417
0.618 4.343
1.000 4.297
1.618 4.223
2.618 4.103
4.250 3.907
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.477 4.441
PP 4.457 4.433
S1 4.438 4.426

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

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