NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 4.887 4.720 -0.167 -3.4% 4.796
High 5.011 4.830 -0.181 -3.6% 5.011
Low 4.550 4.715 0.165 3.6% 4.550
Close 4.726 4.812 0.086 1.8% 4.812
Range 0.461 0.115 -0.346 -75.1% 0.461
ATR 0.153 0.150 -0.003 -1.8% 0.000
Volume 68,227 80,236 12,009 17.6% 317,192
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.131 5.086 4.875
R3 5.016 4.971 4.844
R2 4.901 4.901 4.833
R1 4.856 4.856 4.823 4.879
PP 4.786 4.786 4.786 4.797
S1 4.741 4.741 4.801 4.764
S2 4.671 4.671 4.791
S3 4.556 4.626 4.780
S4 4.441 4.511 4.749
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.174 5.954 5.066
R3 5.713 5.493 4.939
R2 5.252 5.252 4.897
R1 5.032 5.032 4.854 5.142
PP 4.791 4.791 4.791 4.846
S1 4.571 4.571 4.770 4.681
S2 4.330 4.330 4.727
S3 3.869 4.110 4.685
S4 3.408 3.649 4.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.011 4.550 0.461 9.6% 0.170 3.5% 57% False False 63,438
10 5.011 4.431 0.580 12.1% 0.158 3.3% 66% False False 49,409
20 5.011 4.219 0.792 16.5% 0.144 3.0% 75% False False 31,119
40 5.011 4.219 0.792 16.5% 0.136 2.8% 75% False False 23,908
60 5.011 4.208 0.803 16.7% 0.132 2.7% 75% False False 19,626
80 5.011 4.011 1.000 20.8% 0.128 2.7% 80% False False 16,727
100 5.011 4.011 1.000 20.8% 0.122 2.5% 80% False False 14,229
120 5.011 4.011 1.000 20.8% 0.121 2.5% 80% False False 12,206
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.319
2.618 5.131
1.618 5.016
1.000 4.945
0.618 4.901
HIGH 4.830
0.618 4.786
0.500 4.773
0.382 4.759
LOW 4.715
0.618 4.644
1.000 4.600
1.618 4.529
2.618 4.414
4.250 4.226
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 4.799 4.802
PP 4.786 4.791
S1 4.773 4.781

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

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