NYMEX Natural Gas Future July 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 4.814 4.850 0.036 0.7% 4.560
High 4.873 4.983 0.110 2.3% 4.859
Low 4.767 4.510 -0.257 -5.4% 4.525
Close 4.847 4.674 -0.173 -3.6% 4.686
Range 0.106 0.473 0.367 346.2% 0.334
ATR 0.141 0.165 0.024 16.8% 0.000
Volume 127,011 202,604 75,593 59.5% 528,230
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.141 5.881 4.934
R3 5.668 5.408 4.804
R2 5.195 5.195 4.761
R1 4.935 4.935 4.717 4.829
PP 4.722 4.722 4.722 4.669
S1 4.462 4.462 4.631 4.356
S2 4.249 4.249 4.587
S3 3.776 3.989 4.544
S4 3.303 3.516 4.414
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 4.983 4.510 0.473 10.1% 0.182 3.9% 35% True True 137,484
10 4.983 4.232 0.751 16.1% 0.184 3.9% 59% True False 133,098
20 4.983 4.140 0.843 18.0% 0.155 3.3% 63% True False 102,518
40 4.983 4.140 0.843 18.0% 0.144 3.1% 63% True False 73,493
60 4.983 4.124 0.859 18.4% 0.139 3.0% 64% True False 61,118
80 4.983 3.955 1.028 22.0% 0.135 2.9% 70% True False 49,720
100 4.983 3.955 1.028 22.0% 0.131 2.8% 70% True False 41,776
120 4.983 3.955 1.028 22.0% 0.129 2.8% 70% True False 35,757
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 0.039
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 6.993
2.618 6.221
1.618 5.748
1.000 5.456
0.618 5.275
HIGH 4.983
0.618 4.802
0.500 4.747
0.382 4.691
LOW 4.510
0.618 4.218
1.000 4.037
1.618 3.745
2.618 3.272
4.250 2.500
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 4.747 4.747
PP 4.722 4.722
S1 4.698 4.698

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

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