NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 4.655 4.627 -0.028 -0.6% 4.293
High 4.680 4.859 0.179 3.8% 4.563
Low 4.587 4.625 0.038 0.8% 4.232
Close 4.629 4.786 0.157 3.4% 4.518
Range 0.093 0.234 0.141 151.6% 0.331
ATR 0.141 0.148 0.007 4.7% 0.000
Volume 111,164 177,814 66,650 60.0% 454,135
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.459 5.356 4.915
R3 5.225 5.122 4.850
R2 4.991 4.991 4.829
R1 4.888 4.888 4.807 4.940
PP 4.757 4.757 4.757 4.782
S1 4.654 4.654 4.765 4.706
S2 4.523 4.523 4.743
S3 4.289 4.420 4.722
S4 4.055 4.186 4.657
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 4.859 4.232 0.627 13.1% 0.187 3.9% 88% True False 128,711
10 4.859 4.140 0.719 15.0% 0.158 3.3% 90% True False 102,596
20 4.859 4.140 0.719 15.0% 0.153 3.2% 90% True False 83,320
40 4.859 4.140 0.719 15.0% 0.134 2.8% 90% True False 65,192
60 4.859 4.000 0.859 17.9% 0.135 2.8% 92% True False 51,379
80 4.859 3.955 0.904 18.9% 0.128 2.7% 92% True False 42,078
100 4.930 3.955 0.975 20.4% 0.127 2.7% 85% False False 35,455
120 4.930 3.955 0.975 20.4% 0.126 2.6% 85% False False 30,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.854
2.618 5.472
1.618 5.238
1.000 5.093
0.618 5.004
HIGH 4.859
0.618 4.770
0.500 4.742
0.382 4.714
LOW 4.625
0.618 4.480
1.000 4.391
1.618 4.246
2.618 4.012
4.250 3.631
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 4.771 4.755
PP 4.757 4.723
S1 4.742 4.692

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

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