NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.088 4.238 0.150 3.7% 4.253
High 4.266 4.379 0.113 2.6% 4.339
Low 4.077 4.220 0.143 3.5% 4.077
Close 4.230 4.346 0.116 2.7% 4.230
Range 0.189 0.159 -0.030 -15.9% 0.262
ATR 0.137 0.139 0.002 1.1% 0.000
Volume 105,777 118,925 13,148 12.4% 497,057
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 4.792 4.728 4.433
R3 4.633 4.569 4.390
R2 4.474 4.474 4.375
R1 4.410 4.410 4.361 4.442
PP 4.315 4.315 4.315 4.331
S1 4.251 4.251 4.331 4.283
S2 4.156 4.156 4.317
S3 3.997 4.092 4.302
S4 3.838 3.933 4.259
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.001 4.878 4.374
R3 4.739 4.616 4.302
R2 4.477 4.477 4.278
R1 4.354 4.354 4.254 4.285
PP 4.215 4.215 4.215 4.181
S1 4.092 4.092 4.206 4.023
S2 3.953 3.953 4.182
S3 3.691 3.830 4.158
S4 3.429 3.568 4.086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.379 4.077 0.302 6.9% 0.137 3.2% 89% True False 103,950
10 4.379 4.077 0.302 6.9% 0.134 3.1% 89% True False 100,883
20 4.729 4.077 0.652 15.0% 0.140 3.2% 41% False False 109,371
40 4.729 4.056 0.673 15.5% 0.136 3.1% 43% False False 79,380
60 4.729 3.877 0.852 19.6% 0.136 3.1% 55% False False 61,627
80 4.729 3.877 0.852 19.6% 0.130 3.0% 55% False False 50,266
100 4.850 3.877 0.973 22.4% 0.130 3.0% 48% False False 41,772
120 4.850 3.877 0.973 22.4% 0.130 3.0% 48% False False 35,575
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.055
2.618 4.795
1.618 4.636
1.000 4.538
0.618 4.477
HIGH 4.379
0.618 4.318
0.500 4.300
0.382 4.281
LOW 4.220
0.618 4.122
1.000 4.061
1.618 3.963
2.618 3.804
4.250 3.544
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.331 4.307
PP 4.315 4.267
S1 4.300 4.228

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

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