NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 4.627 4.785 0.158 3.4% 4.560
High 4.859 4.807 -0.052 -1.1% 4.859
Low 4.625 4.685 0.060 1.3% 4.525
Close 4.786 4.686 -0.100 -2.1% 4.686
Range 0.234 0.122 -0.112 -47.9% 0.334
ATR 0.148 0.146 -0.002 -1.2% 0.000
Volume 177,814 92,787 -85,027 -47.8% 528,230
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.092 5.011 4.753
R3 4.970 4.889 4.720
R2 4.848 4.848 4.708
R1 4.767 4.767 4.697 4.747
PP 4.726 4.726 4.726 4.716
S1 4.645 4.645 4.675 4.625
S2 4.604 4.604 4.664
S3 4.482 4.523 4.652
S4 4.360 4.401 4.619
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.692 5.523 4.870
R3 5.358 5.189 4.778
R2 5.024 5.024 4.747
R1 4.855 4.855 4.717 4.940
PP 4.690 4.690 4.690 4.732
S1 4.521 4.521 4.655 4.606
S2 4.356 4.356 4.625
S3 4.022 4.187 4.594
S4 3.688 3.853 4.502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.859 4.365 0.494 10.5% 0.166 3.5% 65% False False 132,622
10 4.859 4.140 0.719 15.3% 0.159 3.4% 76% False False 107,425
20 4.859 4.140 0.719 15.3% 0.141 3.0% 76% False False 85,621
40 4.859 4.140 0.719 15.3% 0.135 2.9% 76% False False 66,688
60 4.859 4.000 0.859 18.3% 0.136 2.9% 80% False False 52,453
80 4.859 3.955 0.904 19.3% 0.129 2.7% 81% False False 43,031
100 4.930 3.955 0.975 20.8% 0.127 2.7% 75% False False 36,275
120 4.930 3.955 0.975 20.8% 0.126 2.7% 75% False False 30,890
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.326
2.618 5.126
1.618 5.004
1.000 4.929
0.618 4.882
HIGH 4.807
0.618 4.760
0.500 4.746
0.382 4.732
LOW 4.685
0.618 4.610
1.000 4.563
1.618 4.488
2.618 4.366
4.250 4.167
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 4.746 4.723
PP 4.726 4.711
S1 4.706 4.698

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

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