NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 5.058 5.139 0.081 1.6% 5.000
High 5.200 5.147 -0.053 -1.0% 5.200
Low 5.055 5.057 0.002 0.0% 5.000
Close 5.145 5.076 -0.069 -1.3% 5.076
Range 0.145 0.090 -0.055 -37.9% 0.200
ATR 0.116 0.115 -0.002 -1.6% 0.000
Volume 6,839 19,557 12,718 186.0% 48,631
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.363 5.310 5.126
R3 5.273 5.220 5.101
R2 5.183 5.183 5.093
R1 5.130 5.130 5.084 5.112
PP 5.093 5.093 5.093 5.084
S1 5.040 5.040 5.068 5.022
S2 5.003 5.003 5.060
S3 4.913 4.950 5.051
S4 4.823 4.860 5.027
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.692 5.584 5.186
R3 5.492 5.384 5.131
R2 5.292 5.292 5.113
R1 5.184 5.184 5.094 5.238
PP 5.092 5.092 5.092 5.119
S1 4.984 4.984 5.058 5.038
S2 4.892 4.892 5.039
S3 4.692 4.784 5.021
S4 4.492 4.584 4.966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.200 4.840 0.360 7.1% 0.111 2.2% 66% False False 11,068
10 5.200 4.670 0.530 10.4% 0.122 2.4% 77% False False 7,899
20 5.200 4.670 0.530 10.4% 0.109 2.2% 77% False False 7,194
40 5.215 4.670 0.545 10.7% 0.106 2.1% 74% False False 6,450
60 5.215 4.566 0.649 12.8% 0.107 2.1% 79% False False 5,885
80 5.215 4.511 0.704 13.9% 0.102 2.0% 80% False False 5,069
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.530
2.618 5.383
1.618 5.293
1.000 5.237
0.618 5.203
HIGH 5.147
0.618 5.113
0.500 5.102
0.382 5.091
LOW 5.057
0.618 5.001
1.000 4.967
1.618 4.911
2.618 4.821
4.250 4.675
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 5.102 5.110
PP 5.093 5.099
S1 5.085 5.087

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

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