NYMEX Natural Gas Future August 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 4.821 4.792 -0.029 -0.6% 4.605
High 4.836 4.881 0.045 0.9% 4.886
Low 4.717 4.768 0.051 1.1% 4.570
Close 4.739 4.857 0.118 2.5% 4.739
Range 0.119 0.113 -0.006 -5.0% 0.316
ATR 0.141 0.141 0.000 0.1% 0.000
Volume 68,753 30,672 -38,081 -55.4% 184,295
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.174 5.129 4.919
R3 5.061 5.016 4.888
R2 4.948 4.948 4.878
R1 4.903 4.903 4.867 4.926
PP 4.835 4.835 4.835 4.847
S1 4.790 4.790 4.847 4.813
S2 4.722 4.722 4.836
S3 4.609 4.677 4.826
S4 4.496 4.564 4.795
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 4.570 0.316 6.5% 0.142 2.9% 91% False False 42,993
10 4.886 4.290 0.596 12.3% 0.146 3.0% 95% False False 32,280
20 4.886 4.192 0.694 14.3% 0.135 2.8% 96% False False 28,416
40 4.886 4.192 0.694 14.3% 0.130 2.7% 96% False False 24,556
60 4.886 4.061 0.825 17.0% 0.131 2.7% 96% False False 20,537
80 4.886 3.994 0.892 18.4% 0.126 2.6% 97% False False 17,160
100 4.896 3.994 0.902 18.6% 0.122 2.5% 96% False False 14,625
120 4.896 3.994 0.902 18.6% 0.121 2.5% 96% False False 12,581
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.361
2.618 5.177
1.618 5.064
1.000 4.994
0.618 4.951
HIGH 4.881
0.618 4.838
0.500 4.825
0.382 4.811
LOW 4.768
0.618 4.698
1.000 4.655
1.618 4.585
2.618 4.472
4.250 4.288
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 4.846 4.830
PP 4.835 4.802
S1 4.825 4.775

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

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