NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 5.000 5.063 0.063 1.3% 4.798
High 5.099 5.085 -0.014 -0.3% 4.995
Low 5.000 5.020 0.020 0.4% 4.750
Close 5.075 5.046 -0.029 -0.6% 4.971
Range 0.099 0.065 -0.034 -34.3% 0.245
ATR 0.117 0.114 -0.004 -3.2% 0.000
Volume 8,751 13,484 4,733 54.1% 25,201
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.245 5.211 5.082
R3 5.180 5.146 5.064
R2 5.115 5.115 5.058
R1 5.081 5.081 5.052 5.066
PP 5.050 5.050 5.050 5.043
S1 5.016 5.016 5.040 5.001
S2 4.985 4.985 5.034
S3 4.920 4.951 5.028
S4 4.855 4.886 5.010
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.640 5.551 5.106
R3 5.395 5.306 5.038
R2 5.150 5.150 5.016
R1 5.061 5.061 4.993 5.106
PP 4.905 4.905 4.905 4.928
S1 4.816 4.816 4.949 4.861
S2 4.660 4.660 4.926
S3 4.415 4.571 4.904
S4 4.170 4.326 4.836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.099 4.750 0.349 6.9% 0.114 2.3% 85% False False 7,512
10 5.099 4.670 0.429 8.5% 0.110 2.2% 88% False False 6,295
20 5.193 4.670 0.523 10.4% 0.119 2.4% 72% False False 6,394
40 5.215 4.670 0.545 10.8% 0.105 2.1% 69% False False 6,059
60 5.215 4.566 0.649 12.9% 0.106 2.1% 74% False False 5,569
80 5.215 4.511 0.704 14.0% 0.102 2.0% 76% False False 4,822
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.361
2.618 5.255
1.618 5.190
1.000 5.150
0.618 5.125
HIGH 5.085
0.618 5.060
0.500 5.053
0.382 5.045
LOW 5.020
0.618 4.980
1.000 4.955
1.618 4.915
2.618 4.850
4.250 4.744
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 5.053 5.021
PP 5.050 4.995
S1 5.048 4.970

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

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