NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 4.726 4.723 -0.003 -0.1% 4.414
High 4.756 4.913 0.157 3.3% 4.651
Low 4.678 4.718 0.040 0.9% 4.352
Close 4.717 4.848 0.131 2.8% 4.614
Range 0.078 0.195 0.117 150.0% 0.299
ATR 0.131 0.136 0.005 3.5% 0.000
Volume 38,395 29,484 -8,911 -23.2% 91,377
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.411 5.325 4.955
R3 5.216 5.130 4.902
R2 5.021 5.021 4.884
R1 4.935 4.935 4.866 4.978
PP 4.826 4.826 4.826 4.848
S1 4.740 4.740 4.830 4.783
S2 4.631 4.631 4.812
S3 4.436 4.545 4.794
S4 4.241 4.350 4.741
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.436 5.324 4.778
R3 5.137 5.025 4.696
R2 4.838 4.838 4.669
R1 4.726 4.726 4.641 4.782
PP 4.539 4.539 4.539 4.567
S1 4.427 4.427 4.587 4.483
S2 4.240 4.240 4.559
S3 3.941 4.128 4.532
S4 3.642 3.829 4.450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.913 4.352 0.561 11.6% 0.165 3.4% 88% True False 26,625
10 4.913 4.270 0.643 13.3% 0.143 2.9% 90% True False 21,549
20 4.913 4.270 0.643 13.3% 0.142 2.9% 90% True False 22,688
40 4.913 4.256 0.657 13.6% 0.125 2.6% 90% True False 21,464
60 4.913 4.116 0.797 16.4% 0.127 2.6% 92% True False 20,910
80 4.913 4.051 0.862 17.8% 0.121 2.5% 92% True False 19,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.742
2.618 5.424
1.618 5.229
1.000 5.108
0.618 5.034
HIGH 4.913
0.618 4.839
0.500 4.816
0.382 4.792
LOW 4.718
0.618 4.597
1.000 4.523
1.618 4.402
2.618 4.207
4.250 3.889
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 4.837 4.822
PP 4.826 4.795
S1 4.816 4.769

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

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