NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 5.010 5.023 0.013 0.3% 4.779
High 5.039 5.106 0.067 1.3% 5.013
Low 4.962 4.847 -0.115 -2.3% 4.779
Close 5.033 4.872 -0.161 -3.2% 4.882
Range 0.077 0.259 0.182 236.4% 0.234
ATR 0.113 0.124 0.010 9.2% 0.000
Volume 20,855 20,537 -318 -1.5% 84,648
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.719 5.554 5.014
R3 5.460 5.295 4.943
R2 5.201 5.201 4.919
R1 5.036 5.036 4.896 4.989
PP 4.942 4.942 4.942 4.918
S1 4.777 4.777 4.848 4.730
S2 4.683 4.683 4.825
S3 4.424 4.518 4.801
S4 4.165 4.259 4.730
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.593 5.472 5.011
R3 5.359 5.238 4.946
R2 5.125 5.125 4.925
R1 5.004 5.004 4.903 5.065
PP 4.891 4.891 4.891 4.922
S1 4.770 4.770 4.861 4.831
S2 4.657 4.657 4.839
S3 4.423 4.536 4.818
S4 4.189 4.302 4.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.106 4.847 0.259 5.3% 0.119 2.4% 10% True True 22,929
10 5.106 4.552 0.554 11.4% 0.128 2.6% 58% True False 18,090
20 5.106 4.443 0.663 13.6% 0.118 2.4% 65% True False 13,131
40 5.106 4.443 0.663 13.6% 0.114 2.3% 65% True False 11,731
60 5.106 4.443 0.663 13.6% 0.112 2.3% 65% True False 10,102
80 5.106 4.243 0.863 17.7% 0.109 2.2% 73% True False 8,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.207
2.618 5.784
1.618 5.525
1.000 5.365
0.618 5.266
HIGH 5.106
0.618 5.007
0.500 4.977
0.382 4.946
LOW 4.847
0.618 4.687
1.000 4.588
1.618 4.428
2.618 4.169
4.250 3.746
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 4.977 4.977
PP 4.942 4.942
S1 4.907 4.907

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

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