NYMEX Natural Gas Future September 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 4.816 4.796 -0.020 -0.4% 4.620
High 4.832 4.885 0.053 1.1% 4.887
Low 4.725 4.781 0.056 1.2% 4.592
Close 4.745 4.869 0.124 2.6% 4.745
Range 0.107 0.104 -0.003 -2.8% 0.295
ATR 0.136 0.136 0.000 0.2% 0.000
Volume 63,845 37,762 -26,083 -40.9% 153,635
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.157 5.117 4.926
R3 5.053 5.013 4.898
R2 4.949 4.949 4.888
R1 4.909 4.909 4.879 4.929
PP 4.845 4.845 4.845 4.855
S1 4.805 4.805 4.859 4.825
S2 4.741 4.741 4.850
S3 4.637 4.701 4.840
S4 4.533 4.597 4.812
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.626 5.481 4.907
R3 5.331 5.186 4.826
R2 5.036 5.036 4.799
R1 4.891 4.891 4.772 4.964
PP 4.741 4.741 4.741 4.778
S1 4.596 4.596 4.718 4.669
S2 4.446 4.446 4.691
S3 4.151 4.301 4.664
S4 3.856 4.006 4.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.887 4.592 0.295 6.1% 0.131 2.7% 94% False False 38,279
10 4.887 4.311 0.576 11.8% 0.139 2.9% 97% False False 27,071
20 4.887 4.219 0.668 13.7% 0.131 2.7% 97% False False 21,292
40 4.887 4.208 0.679 13.9% 0.126 2.6% 97% False False 18,412
60 4.887 4.086 0.801 16.5% 0.128 2.6% 98% False False 15,737
80 4.887 4.011 0.876 18.0% 0.123 2.5% 98% False False 13,533
100 4.888 4.011 0.877 18.0% 0.118 2.4% 98% False False 11,555
120 4.888 4.011 0.877 18.0% 0.118 2.4% 98% False False 9,937
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.327
2.618 5.157
1.618 5.053
1.000 4.989
0.618 4.949
HIGH 4.885
0.618 4.845
0.500 4.833
0.382 4.821
LOW 4.781
0.618 4.717
1.000 4.677
1.618 4.613
2.618 4.509
4.250 4.339
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 4.857 4.840
PP 4.845 4.811
S1 4.833 4.783

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

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