NYMEX Natural Gas Future February 2012


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 5.090 5.169 0.079 1.6% 4.922
High 5.180 5.173 -0.007 -0.1% 5.092
Low 5.090 5.111 0.021 0.4% 4.880
Close 5.165 5.138 -0.027 -0.5% 5.072
Range 0.090 0.062 -0.028 -31.1% 0.212
ATR
Volume 2,036 2,080 44 2.2% 5,653
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.327 5.294 5.172
R3 5.265 5.232 5.155
R2 5.203 5.203 5.149
R1 5.170 5.170 5.144 5.156
PP 5.141 5.141 5.141 5.133
S1 5.108 5.108 5.132 5.094
S2 5.079 5.079 5.127
S3 5.017 5.046 5.121
S4 4.955 4.984 5.104
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.651 5.573 5.189
R3 5.439 5.361 5.130
R2 5.227 5.227 5.111
R1 5.149 5.149 5.091 5.188
PP 5.015 5.015 5.015 5.034
S1 4.937 4.937 5.053 4.976
S2 4.803 4.803 5.033
S3 4.591 4.725 5.014
S4 4.379 4.513 4.955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.180 4.880 0.300 5.8% 0.099 1.9% 86% False False 1,532
10 5.180 4.780 0.400 7.8% 0.103 2.0% 90% False False 1,423
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.437
2.618 5.335
1.618 5.273
1.000 5.235
0.618 5.211
HIGH 5.173
0.618 5.149
0.500 5.142
0.382 5.135
LOW 5.111
0.618 5.073
1.000 5.049
1.618 5.011
2.618 4.949
4.250 4.848
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 5.142 5.113
PP 5.141 5.089
S1 5.139 5.064

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

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