NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.520 4.400 -0.120 -2.7% 4.863
High 4.537 4.435 -0.102 -2.2% 4.880
Low 4.417 4.255 -0.162 -3.7% 4.418
Close 4.418 4.287 -0.131 -3.0% 4.424
Range 0.120 0.180 0.060 50.0% 0.462
ATR 0.139 0.142 0.003 2.1% 0.000
Volume 19,700 21,485 1,785 9.1% 138,143
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.866 4.756 4.386
R3 4.686 4.576 4.337
R2 4.506 4.506 4.320
R1 4.396 4.396 4.304 4.361
PP 4.326 4.326 4.326 4.308
S1 4.216 4.216 4.271 4.181
S2 4.146 4.146 4.254
S3 3.966 4.036 4.238
S4 3.786 3.856 4.188
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 4.542 4.255 0.287 6.7% 0.131 3.1% 11% False True 23,645
10 4.880 4.255 0.625 14.6% 0.130 3.0% 5% False True 27,399
20 5.010 4.255 0.755 17.6% 0.151 3.5% 4% False True 32,576
40 5.010 4.255 0.755 17.6% 0.140 3.3% 4% False True 27,250
60 5.010 4.255 0.755 17.6% 0.130 3.0% 4% False True 24,878
80 5.010 4.051 0.959 22.4% 0.129 3.0% 25% False False 23,178
100 5.010 4.051 0.959 22.4% 0.124 2.9% 25% False False 21,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.200
2.618 4.906
1.618 4.726
1.000 4.615
0.618 4.546
HIGH 4.435
0.618 4.366
0.500 4.345
0.382 4.324
LOW 4.255
0.618 4.144
1.000 4.075
1.618 3.964
2.618 3.784
4.250 3.490
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.345 4.396
PP 4.326 4.360
S1 4.306 4.323

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

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