NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 4.779 4.881 0.102 2.1% 4.579
High 4.900 4.886 -0.014 -0.3% 4.787
Low 4.779 4.820 0.041 0.9% 4.552
Close 4.877 4.849 -0.028 -0.6% 4.759
Range 0.121 0.066 -0.055 -45.5% 0.235
ATR 0.121 0.117 -0.004 -3.3% 0.000
Volume 13,472 20,793 7,321 54.3% 40,314
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.050 5.015 4.885
R3 4.984 4.949 4.867
R2 4.918 4.918 4.861
R1 4.883 4.883 4.855 4.868
PP 4.852 4.852 4.852 4.844
S1 4.817 4.817 4.843 4.802
S2 4.786 4.786 4.837
S3 4.720 4.751 4.831
S4 4.654 4.685 4.813
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.404 5.317 4.888
R3 5.169 5.082 4.824
R2 4.934 4.934 4.802
R1 4.847 4.847 4.781 4.891
PP 4.699 4.699 4.699 4.721
S1 4.612 4.612 4.737 4.656
S2 4.464 4.464 4.716
S3 4.229 4.377 4.694
S4 3.994 4.142 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.900 4.552 0.348 7.2% 0.115 2.4% 85% False False 12,180
10 4.900 4.443 0.457 9.4% 0.114 2.3% 89% False False 9,487
20 4.980 4.443 0.537 11.1% 0.124 2.6% 76% False False 10,631
40 5.015 4.443 0.572 11.8% 0.109 2.2% 71% False False 9,415
60 5.015 4.307 0.708 14.6% 0.110 2.3% 77% False False 8,402
80 5.015 4.243 0.772 15.9% 0.105 2.2% 78% False False 7,283
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.167
2.618 5.059
1.618 4.993
1.000 4.952
0.618 4.927
HIGH 4.886
0.618 4.861
0.500 4.853
0.382 4.845
LOW 4.820
0.618 4.779
1.000 4.754
1.618 4.713
2.618 4.647
4.250 4.540
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 4.853 4.820
PP 4.852 4.790
S1 4.850 4.761

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

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