NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 4.374 4.560 0.186 4.3% 4.293
High 4.563 4.707 0.144 3.2% 4.563
Low 4.365 4.525 0.160 3.7% 4.232
Close 4.518 4.666 0.148 3.3% 4.518
Range 0.198 0.182 -0.016 -8.1% 0.331
ATR 0.142 0.145 0.003 2.4% 0.000
Volume 134,881 146,465 11,584 8.6% 454,135
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 5.179 5.104 4.766
R3 4.997 4.922 4.716
R2 4.815 4.815 4.699
R1 4.740 4.740 4.683 4.778
PP 4.633 4.633 4.633 4.651
S1 4.558 4.558 4.649 4.596
S2 4.451 4.451 4.633
S3 4.269 4.376 4.616
S4 4.087 4.194 4.566
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.431 5.305 4.700
R3 5.100 4.974 4.609
R2 4.769 4.769 4.579
R1 4.643 4.643 4.548 4.706
PP 4.438 4.438 4.438 4.469
S1 4.312 4.312 4.488 4.375
S2 4.107 4.107 4.457
S3 3.776 3.981 4.427
S4 3.445 3.650 4.336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.707 4.232 0.475 10.2% 0.162 3.5% 91% True False 103,963
10 4.707 4.140 0.567 12.2% 0.148 3.2% 93% True False 87,564
20 4.786 4.140 0.646 13.8% 0.146 3.1% 81% False False 72,545
40 4.798 4.140 0.658 14.1% 0.132 2.8% 80% False False 59,699
60 4.798 3.955 0.843 18.1% 0.135 2.9% 84% False False 47,405
80 4.798 3.955 0.843 18.1% 0.127 2.7% 84% False False 38,720
100 4.930 3.955 0.975 20.9% 0.127 2.7% 73% False False 32,691
120 4.930 3.955 0.975 20.9% 0.126 2.7% 73% False False 27,808
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.481
2.618 5.183
1.618 5.001
1.000 4.889
0.618 4.819
HIGH 4.707
0.618 4.637
0.500 4.616
0.382 4.595
LOW 4.525
0.618 4.413
1.000 4.343
1.618 4.231
2.618 4.049
4.250 3.752
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 4.649 4.601
PP 4.633 4.535
S1 4.616 4.470

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

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