NYMEX Natural Gas Future October 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 4.723 4.836 0.113 2.4% 4.650
High 4.913 4.860 -0.053 -1.1% 4.913
Low 4.718 4.751 0.033 0.7% 4.625
Close 4.848 4.774 -0.074 -1.5% 4.774
Range 0.195 0.109 -0.086 -44.1% 0.288
ATR 0.136 0.134 -0.002 -1.4% 0.000
Volume 29,484 80,123 50,639 171.8% 174,096
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.122 5.057 4.834
R3 5.013 4.948 4.804
R2 4.904 4.904 4.794
R1 4.839 4.839 4.784 4.817
PP 4.795 4.795 4.795 4.784
S1 4.730 4.730 4.764 4.708
S2 4.686 4.686 4.754
S3 4.577 4.621 4.744
S4 4.468 4.512 4.714
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.635 5.492 4.932
R3 5.347 5.204 4.853
R2 5.059 5.059 4.827
R1 4.916 4.916 4.800 4.988
PP 4.771 4.771 4.771 4.806
S1 4.628 4.628 4.748 4.700
S2 4.483 4.483 4.721
S3 4.195 4.340 4.695
S4 3.907 4.052 4.616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.913 4.470 0.443 9.3% 0.143 3.0% 69% False False 39,648
10 4.913 4.270 0.643 13.5% 0.144 3.0% 78% False False 28,395
20 4.913 4.270 0.643 13.5% 0.130 2.7% 78% False False 25,606
40 4.913 4.256 0.657 13.8% 0.125 2.6% 79% False False 23,053
60 4.913 4.116 0.797 16.7% 0.127 2.7% 83% False False 21,906
80 4.913 4.051 0.862 18.1% 0.122 2.6% 84% False False 20,315
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.323
2.618 5.145
1.618 5.036
1.000 4.969
0.618 4.927
HIGH 4.860
0.618 4.818
0.500 4.806
0.382 4.793
LOW 4.751
0.618 4.684
1.000 4.642
1.618 4.575
2.618 4.466
4.250 4.288
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 4.806 4.796
PP 4.795 4.788
S1 4.785 4.781

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

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