NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 4.560 4.655 0.095 2.1% 4.293
High 4.707 4.680 -0.027 -0.6% 4.563
Low 4.525 4.587 0.062 1.4% 4.232
Close 4.666 4.629 -0.037 -0.8% 4.518
Range 0.182 0.093 -0.089 -48.9% 0.331
ATR 0.145 0.141 -0.004 -2.6% 0.000
Volume 146,465 111,164 -35,301 -24.1% 454,135
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.911 4.863 4.680
R3 4.818 4.770 4.655
R2 4.725 4.725 4.646
R1 4.677 4.677 4.638 4.655
PP 4.632 4.632 4.632 4.621
S1 4.584 4.584 4.620 4.562
S2 4.539 4.539 4.612
S3 4.446 4.491 4.603
S4 4.353 4.398 4.578
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 10.3% 0.154 3.3% 84% False False 108,674
10 4.707 4.140 0.567 12.2% 0.140 3.0% 86% False False 91,642
20 4.753 4.140 0.613 13.2% 0.148 3.2% 80% False False 75,996
40 4.798 4.140 0.658 14.2% 0.131 2.8% 74% False False 61,808
60 4.798 4.000 0.798 17.2% 0.133 2.9% 79% False False 48,939
80 4.798 3.955 0.843 18.2% 0.128 2.8% 80% False False 39,998
100 4.930 3.955 0.975 21.1% 0.126 2.7% 69% False False 33,759
120 4.930 3.955 0.975 21.1% 0.125 2.7% 69% False False 28,713
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.075
2.618 4.923
1.618 4.830
1.000 4.773
0.618 4.737
HIGH 4.680
0.618 4.644
0.500 4.634
0.382 4.623
LOW 4.587
0.618 4.530
1.000 4.494
1.618 4.437
2.618 4.344
4.250 4.192
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 4.634 4.598
PP 4.632 4.567
S1 4.631 4.536

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

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