NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.313 4.315 0.002 0.0% 4.417
High 4.337 4.342 0.005 0.1% 4.537
Low 4.263 4.261 -0.002 0.0% 4.255
Close 4.319 4.329 0.010 0.2% 4.319
Range 0.074 0.081 0.007 9.5% 0.282
ATR 0.137 0.133 -0.004 -2.9% 0.000
Volume 29,180 15,468 -13,712 -47.0% 114,820
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.554 4.522 4.374
R3 4.473 4.441 4.351
R2 4.392 4.392 4.344
R1 4.360 4.360 4.336 4.376
PP 4.311 4.311 4.311 4.319
S1 4.279 4.279 4.322 4.295
S2 4.230 4.230 4.314
S3 4.149 4.198 4.307
S4 4.068 4.117 4.284
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.216 5.050 4.474
R3 4.934 4.768 4.397
R2 4.652 4.652 4.371
R1 4.486 4.486 4.345 4.428
PP 4.370 4.370 4.370 4.342
S1 4.204 4.204 4.293 4.146
S2 4.088 4.088 4.267
S3 3.806 3.922 4.241
S4 3.524 3.640 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.537 4.255 0.282 6.5% 0.111 2.6% 26% False False 21,607
10 4.740 4.255 0.485 11.2% 0.116 2.7% 15% False False 24,164
20 5.010 4.255 0.755 17.4% 0.138 3.2% 10% False False 32,851
40 5.010 4.255 0.755 17.4% 0.136 3.1% 10% False False 27,241
60 5.010 4.255 0.755 17.4% 0.128 2.9% 10% False False 24,898
80 5.010 4.051 0.959 22.2% 0.129 3.0% 29% False False 23,257
100 5.010 4.051 0.959 22.2% 0.124 2.9% 29% False False 21,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.686
2.618 4.554
1.618 4.473
1.000 4.423
0.618 4.392
HIGH 4.342
0.618 4.311
0.500 4.302
0.382 4.292
LOW 4.261
0.618 4.211
1.000 4.180
1.618 4.130
2.618 4.049
4.250 3.917
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.320 4.345
PP 4.311 4.340
S1 4.302 4.334

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

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