NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.433 4.377 -0.056 -1.3% 4.417
High 4.433 4.473 0.040 0.9% 4.537
Low 4.335 4.272 -0.063 -1.5% 4.255
Close 4.373 4.432 0.059 1.3% 4.319
Range 0.098 0.201 0.103 105.1% 0.282
ATR 0.130 0.135 0.005 3.9% 0.000
Volume 25,930 23,489 -2,441 -9.4% 114,820
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.995 4.915 4.543
R3 4.794 4.714 4.487
R2 4.593 4.593 4.469
R1 4.513 4.513 4.450 4.553
PP 4.392 4.392 4.392 4.413
S1 4.312 4.312 4.414 4.352
S2 4.191 4.191 4.395
S3 3.990 4.111 4.377
S4 3.789 3.910 4.321
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 4.473 4.261 0.212 4.8% 0.116 2.6% 81% True False 21,502
10 4.542 4.255 0.287 6.5% 0.123 2.8% 62% False False 22,573
20 5.010 4.255 0.755 17.0% 0.138 3.1% 23% False False 31,295
40 5.010 4.255 0.755 17.0% 0.140 3.2% 23% False False 26,992
60 5.010 4.255 0.755 17.0% 0.129 2.9% 23% False False 24,741
80 5.010 4.116 0.894 20.2% 0.130 2.9% 35% False False 23,507
100 5.010 4.051 0.959 21.6% 0.125 2.8% 40% False False 21,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.327
2.618 4.999
1.618 4.798
1.000 4.674
0.618 4.597
HIGH 4.473
0.618 4.396
0.500 4.373
0.382 4.349
LOW 4.272
0.618 4.148
1.000 4.071
1.618 3.947
2.618 3.746
4.250 3.418
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.412 4.412
PP 4.392 4.392
S1 4.373 4.373

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

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