NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 4.958 4.952 -0.006 -0.1% 4.779
High 4.958 5.010 0.052 1.0% 5.013
Low 4.866 4.917 0.051 1.0% 4.779
Close 4.882 4.993 0.111 2.3% 4.882
Range 0.092 0.093 0.001 1.1% 0.234
ATR 0.119 0.119 0.001 0.6% 0.000
Volume 37,764 17,717 -20,047 -53.1% 84,648
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.252 5.216 5.044
R3 5.159 5.123 5.019
R2 5.066 5.066 5.010
R1 5.030 5.030 5.002 5.048
PP 4.973 4.973 4.973 4.983
S1 4.937 4.937 4.984 4.955
S2 4.880 4.880 4.976
S3 4.787 4.844 4.967
S4 4.694 4.751 4.942
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.593 5.472 5.011
R3 5.359 5.238 4.946
R2 5.125 5.125 4.925
R1 5.004 5.004 4.903 5.065
PP 4.891 4.891 4.891 4.922
S1 4.770 4.770 4.861 4.831
S2 4.657 4.657 4.839
S3 4.423 4.536 4.818
S4 4.189 4.302 4.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.013 4.779 0.234 4.7% 0.106 2.1% 91% False False 20,473
10 5.013 4.552 0.461 9.2% 0.118 2.4% 96% False False 14,267
20 5.013 4.443 0.570 11.4% 0.114 2.3% 96% False False 11,993
40 5.015 4.443 0.572 11.5% 0.110 2.2% 96% False False 10,713
60 5.015 4.329 0.686 13.7% 0.111 2.2% 97% False False 9,291
80 5.015 4.243 0.772 15.5% 0.106 2.1% 97% False False 8,006
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.405
2.618 5.253
1.618 5.160
1.000 5.103
0.618 5.067
HIGH 5.010
0.618 4.974
0.500 4.964
0.382 4.953
LOW 4.917
0.618 4.860
1.000 4.824
1.618 4.767
2.618 4.674
4.250 4.522
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 4.983 4.974
PP 4.973 4.954
S1 4.964 4.935

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

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