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

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

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