NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 4.952 5.000 0.048 1.0% 4.779
High 5.010 5.017 0.007 0.1% 5.013
Low 4.917 4.945 0.028 0.6% 4.779
Close 4.993 5.014 0.021 0.4% 4.882
Range 0.093 0.072 -0.021 -22.6% 0.234
ATR 0.119 0.116 -0.003 -2.8% 0.000
Volume 17,717 17,776 59 0.3% 84,648
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.208 5.183 5.054
R3 5.136 5.111 5.034
R2 5.064 5.064 5.027
R1 5.039 5.039 5.021 5.052
PP 4.992 4.992 4.992 4.998
S1 4.967 4.967 5.007 4.980
S2 4.920 4.920 5.001
S3 4.848 4.895 4.994
S4 4.776 4.823 4.974
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 5.017 4.820 0.197 3.9% 0.096 1.9% 98% True False 21,333
10 5.017 4.552 0.465 9.3% 0.112 2.2% 99% True False 15,339
20 5.017 4.443 0.574 11.4% 0.111 2.2% 99% True False 12,333
40 5.017 4.443 0.574 11.4% 0.111 2.2% 99% True False 10,947
60 5.017 4.345 0.672 13.4% 0.111 2.2% 100% True False 9,520
80 5.017 4.243 0.774 15.4% 0.106 2.1% 100% True False 8,198
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.323
2.618 5.205
1.618 5.133
1.000 5.089
0.618 5.061
HIGH 5.017
0.618 4.989
0.500 4.981
0.382 4.973
LOW 4.945
0.618 4.901
1.000 4.873
1.618 4.829
2.618 4.757
4.250 4.639
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 5.003 4.990
PP 4.992 4.966
S1 4.981 4.942

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

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