NYMEX Natural Gas Future December 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 5.186 5.191 0.005 0.1% 5.000
High 5.198 5.215 0.017 0.3% 5.200
Low 5.128 5.145 0.017 0.3% 5.000
Close 5.192 5.209 0.017 0.3% 5.076
Range 0.070 0.070 0.000 0.0% 0.200
ATR 0.112 0.109 -0.003 -2.7% 0.000
Volume 14,312 12,573 -1,739 -12.2% 48,631
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.400 5.374 5.248
R3 5.330 5.304 5.228
R2 5.260 5.260 5.222
R1 5.234 5.234 5.215 5.247
PP 5.190 5.190 5.190 5.196
S1 5.164 5.164 5.203 5.177
S2 5.120 5.120 5.196
S3 5.050 5.094 5.190
S4 4.980 5.024 5.171
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 5.215 5.055 0.160 3.1% 0.095 1.8% 96% True False 12,925
10 5.215 4.750 0.465 8.9% 0.104 2.0% 99% True False 10,218
20 5.215 4.670 0.545 10.5% 0.107 2.1% 99% True False 7,848
40 5.215 4.670 0.545 10.5% 0.106 2.0% 99% True False 7,020
60 5.215 4.613 0.602 11.6% 0.106 2.0% 99% True False 6,381
80 5.215 4.511 0.704 13.5% 0.103 2.0% 99% True False 5,461
Crabel Price Patterns
NR False
NR4 False
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 0.016
Fibonacci Retracements and Extensions
4.250 5.513
2.618 5.398
1.618 5.328
1.000 5.285
0.618 5.258
HIGH 5.215
0.618 5.188
0.500 5.180
0.382 5.172
LOW 5.145
0.618 5.102
1.000 5.075
1.618 5.032
2.618 4.962
4.250 4.848
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 5.199 5.192
PP 5.190 5.175
S1 5.180 5.158

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

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