NYMEX Natural Gas Future December 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 5.063 5.058 -0.005 -0.1% 4.798
High 5.085 5.200 0.115 2.3% 4.995
Low 5.020 5.055 0.035 0.7% 4.750
Close 5.046 5.145 0.099 2.0% 4.971
Range 0.065 0.145 0.080 123.1% 0.245
ATR 0.114 0.116 0.003 2.5% 0.000
Volume 13,484 6,839 -6,645 -49.3% 25,201
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.568 5.502 5.225
R3 5.423 5.357 5.185
R2 5.278 5.278 5.172
R1 5.212 5.212 5.158 5.245
PP 5.133 5.133 5.133 5.150
S1 5.067 5.067 5.132 5.100
S2 4.988 4.988 5.118
S3 4.843 4.922 5.105
S4 4.698 4.777 5.065
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 5.200 4.750 0.450 8.7% 0.131 2.5% 88% True False 8,162
10 5.200 4.670 0.530 10.3% 0.121 2.4% 90% True False 6,272
20 5.200 4.670 0.530 10.3% 0.120 2.3% 90% True False 6,480
40 5.215 4.670 0.545 10.6% 0.107 2.1% 87% False False 6,094
60 5.215 4.566 0.649 12.6% 0.107 2.1% 89% False False 5,617
80 5.215 4.511 0.704 13.7% 0.102 2.0% 90% False False 4,870
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.816
2.618 5.580
1.618 5.435
1.000 5.345
0.618 5.290
HIGH 5.200
0.618 5.145
0.500 5.128
0.382 5.110
LOW 5.055
0.618 4.965
1.000 4.910
1.618 4.820
2.618 4.675
4.250 4.439
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 5.139 5.130
PP 5.133 5.115
S1 5.128 5.100

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

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