NYMEX Natural Gas Future November 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 4.881 4.884 0.003 0.1% 4.579
High 4.886 5.013 0.127 2.6% 4.787
Low 4.820 4.856 0.036 0.7% 4.552
Close 4.849 4.956 0.107 2.2% 4.759
Range 0.066 0.157 0.091 137.9% 0.235
ATR 0.117 0.121 0.003 2.8% 0.000
Volume 20,793 12,619 -8,174 -39.3% 40,314
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.413 5.341 5.042
R3 5.256 5.184 4.999
R2 5.099 5.099 4.985
R1 5.027 5.027 4.970 5.063
PP 4.942 4.942 4.942 4.960
S1 4.870 4.870 4.942 4.906
S2 4.785 4.785 4.927
S3 4.628 4.713 4.913
S4 4.471 4.556 4.870
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.404 5.317 4.888
R3 5.169 5.082 4.824
R2 4.934 4.934 4.802
R1 4.847 4.847 4.781 4.891
PP 4.699 4.699 4.699 4.721
S1 4.612 4.612 4.737 4.656
S2 4.464 4.464 4.716
S3 4.229 4.377 4.694
S4 3.994 4.142 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.013 4.552 0.461 9.3% 0.137 2.8% 88% True False 13,250
10 5.013 4.443 0.570 11.5% 0.124 2.5% 90% True False 9,935
20 5.013 4.443 0.570 11.5% 0.126 2.5% 90% True False 10,726
40 5.015 4.443 0.572 11.5% 0.111 2.2% 90% False False 9,580
60 5.015 4.307 0.708 14.3% 0.111 2.2% 92% False False 8,524
80 5.015 4.243 0.772 15.6% 0.105 2.1% 92% False False 7,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.680
2.618 5.424
1.618 5.267
1.000 5.170
0.618 5.110
HIGH 5.013
0.618 4.953
0.500 4.935
0.382 4.916
LOW 4.856
0.618 4.759
1.000 4.699
1.618 4.602
2.618 4.445
4.250 4.189
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 4.949 4.936
PP 4.942 4.916
S1 4.935 4.896

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

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