NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 4.877 4.864 -0.013 -0.3% 4.620
High 4.896 4.909 0.013 0.3% 4.887
Low 4.819 4.816 -0.003 -0.1% 4.592
Close 4.877 4.893 0.016 0.3% 4.745
Range 0.077 0.093 0.016 20.8% 0.295
ATR 0.132 0.129 -0.003 -2.1% 0.000
Volume 55,425 75,542 20,117 36.3% 153,635
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.115 4.944
R3 5.059 5.022 4.919
R2 4.966 4.966 4.910
R1 4.929 4.929 4.902 4.948
PP 4.873 4.873 4.873 4.882
S1 4.836 4.836 4.884 4.855
S2 4.780 4.780 4.876
S3 4.687 4.743 4.867
S4 4.594 4.650 4.842
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 4.909 4.678 0.231 4.7% 0.118 2.4% 93% True False 52,926
10 4.909 4.311 0.598 12.2% 0.129 2.6% 97% True False 37,637
20 4.909 4.219 0.690 14.1% 0.127 2.6% 98% True False 25,580
40 4.909 4.219 0.690 14.1% 0.126 2.6% 98% True False 20,928
60 4.909 4.087 0.822 16.8% 0.127 2.6% 98% True False 17,468
80 4.909 4.011 0.898 18.4% 0.122 2.5% 98% True False 15,033
100 4.909 4.011 0.898 18.4% 0.118 2.4% 98% True False 12,798
120 4.909 4.011 0.898 18.4% 0.118 2.4% 98% True False 11,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.304
2.618 5.152
1.618 5.059
1.000 5.002
0.618 4.966
HIGH 4.909
0.618 4.873
0.500 4.863
0.382 4.852
LOW 4.816
0.618 4.759
1.000 4.723
1.618 4.666
2.618 4.573
4.250 4.421
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 4.883 4.877
PP 4.873 4.861
S1 4.863 4.845

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

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