NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 4.823 4.814 -0.009 -0.2% 4.560
High 4.854 4.873 0.019 0.4% 4.859
Low 4.764 4.767 0.003 0.1% 4.525
Close 4.822 4.847 0.025 0.5% 4.686
Range 0.090 0.106 0.016 17.8% 0.334
ATR 0.144 0.141 -0.003 -1.9% 0.000
Volume 129,184 127,011 -2,173 -1.7% 528,230
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.147 5.103 4.905
R3 5.041 4.997 4.876
R2 4.935 4.935 4.866
R1 4.891 4.891 4.857 4.913
PP 4.829 4.829 4.829 4.840
S1 4.785 4.785 4.837 4.807
S2 4.723 4.723 4.828
S3 4.617 4.679 4.818
S4 4.511 4.573 4.789
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.692 5.523 4.870
R3 5.358 5.189 4.778
R2 5.024 5.024 4.747
R1 4.855 4.855 4.717 4.940
PP 4.690 4.690 4.690 4.732
S1 4.521 4.521 4.655 4.606
S2 4.356 4.356 4.625
S3 4.022 4.187 4.594
S4 3.688 3.853 4.502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.873 4.625 0.248 5.1% 0.134 2.8% 90% True False 132,526
10 4.873 4.232 0.641 13.2% 0.144 3.0% 96% True False 120,600
20 4.873 4.140 0.733 15.1% 0.138 2.8% 96% True False 95,090
40 4.873 4.140 0.733 15.1% 0.134 2.8% 96% True False 70,246
60 4.873 4.019 0.854 17.6% 0.134 2.8% 97% True False 57,971
80 4.873 3.955 0.918 18.9% 0.130 2.7% 97% True False 47,350
100 4.930 3.955 0.975 20.1% 0.127 2.6% 91% False False 39,852
120 4.930 3.955 0.975 20.1% 0.126 2.6% 91% False False 34,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.324
2.618 5.151
1.618 5.045
1.000 4.979
0.618 4.939
HIGH 4.873
0.618 4.833
0.500 4.820
0.382 4.807
LOW 4.767
0.618 4.701
1.000 4.661
1.618 4.595
2.618 4.489
4.250 4.317
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 4.838 4.833
PP 4.829 4.819
S1 4.820 4.806

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

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