NYMEX Natural Gas Future August 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 4.668 4.821 0.153 3.3% 4.605
High 4.886 4.836 -0.050 -1.0% 4.886
Low 4.663 4.717 0.054 1.2% 4.570
Close 4.821 4.739 -0.082 -1.7% 4.739
Range 0.223 0.119 -0.104 -46.6% 0.316
ATR 0.142 0.141 -0.002 -1.2% 0.000
Volume 39,971 68,753 28,782 72.0% 184,295
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.121 5.049 4.804
R3 5.002 4.930 4.772
R2 4.883 4.883 4.761
R1 4.811 4.811 4.750 4.788
PP 4.764 4.764 4.764 4.752
S1 4.692 4.692 4.728 4.669
S2 4.645 4.645 4.717
S3 4.526 4.573 4.706
S4 4.407 4.454 4.674
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.680 5.525 4.913
R3 5.364 5.209 4.826
R2 5.048 5.048 4.797
R1 4.893 4.893 4.768 4.971
PP 4.732 4.732 4.732 4.770
S1 4.577 4.577 4.710 4.655
S2 4.416 4.416 4.681
S3 4.100 4.261 4.652
S4 3.784 3.945 4.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.886 4.408 0.478 10.1% 0.157 3.3% 69% False False 43,154
10 4.886 4.192 0.694 14.6% 0.152 3.2% 79% False False 31,305
20 4.886 4.192 0.694 14.6% 0.135 2.9% 79% False False 28,877
40 4.886 4.192 0.694 14.6% 0.130 2.7% 79% False False 24,370
60 4.886 4.050 0.836 17.6% 0.131 2.8% 82% False False 20,201
80 4.886 3.994 0.892 18.8% 0.125 2.6% 84% False False 16,841
100 4.896 3.994 0.902 19.0% 0.122 2.6% 83% False False 14,358
120 4.896 3.994 0.902 19.0% 0.121 2.6% 83% False False 12,336
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.342
2.618 5.148
1.618 5.029
1.000 4.955
0.618 4.910
HIGH 4.836
0.618 4.791
0.500 4.777
0.382 4.762
LOW 4.717
0.618 4.643
1.000 4.598
1.618 4.524
2.618 4.405
4.250 4.211
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 4.777 4.757
PP 4.764 4.751
S1 4.752 4.745

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

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