NYMEX Natural Gas Future September 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	4.683	4.816	0.133	2.8%	4.620
High	4.887	4.832	-0.055	-1.1%	4.887
Low	4.678	4.725	0.047	1.0%	4.592
Close	4.822	4.745	-0.077	-1.6%	4.745
Range	0.209	0.107	-0.102	-48.8%	0.295
ATR	0.138	0.136	-0.002	-1.6%	0.000
Volume	32,057	63,845	31,788	99.2%	153,635

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.088	5.024	4.804
R3	4.981	4.917	4.774
R2	4.874	4.874	4.765
R1	4.810	4.810	4.755	4.789
PP	4.767	4.767	4.767	4.757
S1	4.703	4.703	4.735	4.682
S2	4.660	4.660	4.725
S3	4.553	4.596	4.716
S4	4.446	4.489	4.686

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.626	5.481	4.907
R3	5.331	5.186	4.826
R2	5.036	5.036	4.799
R1	4.891	4.891	4.772	4.964
PP	4.741	4.741	4.741	4.778
S1	4.596	4.596	4.718	4.669
S2	4.446	4.446	4.691
S3	4.151	4.301	4.664
S4	3.856	4.006	4.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.887	4.431	0.456	9.6%	0.147	3.1%	69%	False	False	35,381
10	4.887	4.219	0.668	14.1%	0.146	3.1%	79%	False	False	24,991
20	4.887	4.219	0.668	14.1%	0.132	2.8%	79%	False	False	20,876
40	4.887	4.208	0.679	14.3%	0.127	2.7%	79%	False	False	17,719
60	4.887	4.071	0.816	17.2%	0.128	2.7%	83%	False	False	15,289
80	4.887	4.011	0.876	18.5%	0.123	2.6%	84%	False	False	13,137
100	4.888	4.011	0.877	18.5%	0.119	2.5%	84%	False	False	11,194
120	4.888	4.011	0.877	18.5%	0.119	2.5%	84%	False	False	9,633

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	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.287
2.618	5.112
1.618	5.005
1.000	4.939
0.618	4.898
HIGH	4.832
0.618	4.791
0.500	4.779
0.382	4.766
LOW	4.725
0.618	4.659
1.000	4.618
1.618	4.552
2.618	4.445
4.250	4.270

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	4.779	4.765
PP	4.767	4.758
S1	4.756	4.752

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols