NYMEX Natural Gas Future December 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 5.139 5.150 0.011 0.2% 5.000
High 5.147 5.198 0.051 1.0% 5.200
Low 5.057 5.100 0.043 0.9% 5.000
Close 5.076 5.176 0.100 2.0% 5.076
Range 0.090 0.098 0.008 8.9% 0.200
ATR 0.115 0.115 0.001 0.5% 0.000
Volume 19,557 11,348 -8,209 -42.0% 48,631
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.452 5.412 5.230
R3 5.354 5.314 5.203
R2 5.256 5.256 5.194
R1 5.216 5.216 5.185 5.236
PP 5.158 5.158 5.158 5.168
S1 5.118 5.118 5.167 5.138
S2 5.060 5.060 5.158
S3 4.962 5.020 5.149
S4 4.864 4.922 5.122
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.692 5.584 5.186
R3 5.492 5.384 5.131
R2 5.292 5.292 5.113
R1 5.184 5.184 5.094 5.238
PP 5.092 5.092 5.092 5.119
S1 4.984 4.984 5.058 5.038
S2 4.892 4.892 5.039
S3 4.692 4.784 5.021
S4 4.492 4.584 4.966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.200 5.000 0.200 3.9% 0.099 1.9% 88% False False 11,995
10 5.200 4.750 0.450 8.7% 0.115 2.2% 95% False False 8,518
20 5.200 4.670 0.530 10.2% 0.110 2.1% 95% False False 7,118
40 5.215 4.670 0.545 10.5% 0.106 2.1% 93% False False 6,617
60 5.215 4.582 0.633 12.2% 0.107 2.1% 94% False False 6,029
80 5.215 4.511 0.704 13.6% 0.103 2.0% 94% False False 5,180
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 5.615
2.618 5.455
1.618 5.357
1.000 5.296
0.618 5.259
HIGH 5.198
0.618 5.161
0.500 5.149
0.382 5.137
LOW 5.100
0.618 5.039
1.000 5.002
1.618 4.941
2.618 4.843
4.250 4.684
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 5.167 5.160
PP 5.158 5.144
S1 5.149 5.128

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

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