NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 5.000 5.010 0.010 0.2% 4.779
High 5.017 5.039 0.022 0.4% 5.013
Low 4.945 4.962 0.017 0.3% 4.779
Close 5.014 5.033 0.019 0.4% 4.882
Range 0.072 0.077 0.005 6.9% 0.234
ATR 0.116 0.113 -0.003 -2.4% 0.000
Volume 17,776 20,855 3,079 17.3% 84,648
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.242 5.215 5.075
R3 5.165 5.138 5.054
R2 5.088 5.088 5.047
R1 5.061 5.061 5.040 5.075
PP 5.011 5.011 5.011 5.018
S1 4.984 4.984 5.026 4.998
S2 4.934 4.934 5.019
S3 4.857 4.907 5.012
S4 4.780 4.830 4.991
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 5.039 4.856 0.183 3.6% 0.098 2.0% 97% True False 21,346
10 5.039 4.552 0.487 9.7% 0.107 2.1% 99% True False 16,763
20 5.039 4.443 0.596 11.8% 0.110 2.2% 99% True False 12,684
40 5.039 4.443 0.596 11.8% 0.109 2.2% 99% True False 11,349
60 5.039 4.345 0.694 13.8% 0.110 2.2% 99% True False 9,818
80 5.039 4.243 0.796 15.8% 0.106 2.1% 99% True False 8,400
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.366
2.618 5.241
1.618 5.164
1.000 5.116
0.618 5.087
HIGH 5.039
0.618 5.010
0.500 5.001
0.382 4.991
LOW 4.962
0.618 4.914
1.000 4.885
1.618 4.837
2.618 4.760
4.250 4.635
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 5.022 5.015
PP 5.011 4.996
S1 5.001 4.978

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

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