NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 4.796 4.877 0.081 1.7% 4.620
High 4.885 4.896 0.011 0.2% 4.887
Low 4.781 4.819 0.038 0.8% 4.592
Close 4.869 4.877 0.008 0.2% 4.745
Range 0.104 0.077 -0.027 -26.0% 0.295
ATR 0.136 0.132 -0.004 -3.1% 0.000
Volume 37,762 55,425 17,663 46.8% 153,635
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.095 5.063 4.919
R3 5.018 4.986 4.898
R2 4.941 4.941 4.891
R1 4.909 4.909 4.884 4.916
PP 4.864 4.864 4.864 4.867
S1 4.832 4.832 4.870 4.839
S2 4.787 4.787 4.863
S3 4.710 4.755 4.856
S4 4.633 4.678 4.835
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 4.896 4.642 0.254 5.2% 0.116 2.4% 93% True False 44,693
10 4.896 4.311 0.585 12.0% 0.132 2.7% 97% True False 31,476
20 4.896 4.219 0.677 13.9% 0.128 2.6% 97% True False 22,824
40 4.896 4.208 0.688 14.1% 0.127 2.6% 97% True False 19,342
60 4.896 4.087 0.809 16.6% 0.127 2.6% 98% True False 16,427
80 4.896 4.011 0.885 18.1% 0.122 2.5% 98% True False 14,171
100 4.896 4.011 0.885 18.1% 0.118 2.4% 98% True False 12,086
120 4.896 4.011 0.885 18.1% 0.118 2.4% 98% True False 10,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.223
2.618 5.098
1.618 5.021
1.000 4.973
0.618 4.944
HIGH 4.896
0.618 4.867
0.500 4.858
0.382 4.848
LOW 4.819
0.618 4.771
1.000 4.742
1.618 4.694
2.618 4.617
4.250 4.492
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 4.871 4.855
PP 4.864 4.833
S1 4.858 4.811

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

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