NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 4.565 4.235 -0.330 -7.2% 4.685
High 4.572 4.344 -0.228 -5.0% 4.729
Low 4.205 4.217 0.012 0.3% 4.205
Close 4.261 4.271 0.010 0.2% 4.271
Range 0.367 0.127 -0.240 -65.4% 0.524
ATR 0.142 0.141 -0.001 -0.8% 0.000
Volume 202,170 121,469 -80,701 -39.9% 616,604
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 4.658 4.592 4.341
R3 4.531 4.465 4.306
R2 4.404 4.404 4.294
R1 4.338 4.338 4.283 4.371
PP 4.277 4.277 4.277 4.294
S1 4.211 4.211 4.259 4.244
S2 4.150 4.150 4.248
S3 4.023 4.084 4.236
S4 3.896 3.957 4.201
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 5.974 5.646 4.559
R3 5.450 5.122 4.415
R2 4.926 4.926 4.367
R1 4.598 4.598 4.319 4.500
PP 4.402 4.402 4.402 4.353
S1 4.074 4.074 4.223 3.976
S2 3.878 3.878 4.175
S3 3.354 3.550 4.127
S4 2.830 3.026 3.983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.729 4.205 0.524 12.3% 0.156 3.7% 13% False False 123,320
10 4.729 4.205 0.524 12.3% 0.142 3.3% 13% False False 106,872
20 4.729 4.056 0.673 15.8% 0.133 3.1% 32% False False 87,922
40 4.729 3.936 0.793 18.6% 0.139 3.3% 42% False False 58,447
60 4.729 3.877 0.852 19.9% 0.132 3.1% 46% False False 45,879
80 4.850 3.877 0.973 22.8% 0.129 3.0% 40% False False 37,478
100 4.850 3.877 0.973 22.8% 0.129 3.0% 40% False False 31,068
120 4.850 3.877 0.973 22.8% 0.130 3.0% 40% False False 26,476
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.884
2.618 4.676
1.618 4.549
1.000 4.471
0.618 4.422
HIGH 4.344
0.618 4.295
0.500 4.281
0.382 4.266
LOW 4.217
0.618 4.139
1.000 4.090
1.618 4.012
2.618 3.885
4.250 3.677
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.281 4.445
PP 4.277 4.387
S1 4.274 4.329

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

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