NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 4.785 4.772 -0.013 -0.3% 4.560
High 4.807 4.855 0.048 1.0% 4.859
Low 4.685 4.738 0.053 1.1% 4.525
Close 4.686 4.831 0.145 3.1% 4.686
Range 0.122 0.117 -0.005 -4.1% 0.334
ATR 0.146 0.148 0.002 1.1% 0.000
Volume 92,787 135,837 43,050 46.4% 528,230
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.159 5.112 4.895
R3 5.042 4.995 4.863
R2 4.925 4.925 4.852
R1 4.878 4.878 4.842 4.902
PP 4.808 4.808 4.808 4.820
S1 4.761 4.761 4.820 4.785
S2 4.691 4.691 4.810
S3 4.574 4.644 4.799
S4 4.457 4.527 4.767
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 4.525 0.334 6.9% 0.150 3.1% 92% False False 132,813
10 4.859 4.232 0.627 13.0% 0.153 3.2% 96% False False 111,820
20 4.859 4.140 0.719 14.9% 0.141 2.9% 96% False False 89,005
40 4.859 4.140 0.719 14.9% 0.135 2.8% 96% False False 68,766
60 4.859 4.012 0.847 17.5% 0.135 2.8% 97% False False 54,395
80 4.859 3.955 0.904 18.7% 0.129 2.7% 97% False False 44,511
100 4.930 3.955 0.975 20.2% 0.127 2.6% 90% False False 37,528
120 4.930 3.955 0.975 20.2% 0.126 2.6% 90% False False 32,007
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.352
2.618 5.161
1.618 5.044
1.000 4.972
0.618 4.927
HIGH 4.855
0.618 4.810
0.500 4.797
0.382 4.783
LOW 4.738
0.618 4.666
1.000 4.621
1.618 4.549
2.618 4.432
4.250 4.241
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 4.820 4.801
PP 4.808 4.772
S1 4.797 4.742

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

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