NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 5.191 5.225 0.034 0.7% 5.000
High 5.215 5.283 0.068 1.3% 5.200
Low 5.145 4.900 -0.245 -4.8% 5.000
Close 5.209 5.047 -0.162 -3.1% 5.076
Range 0.070 0.383 0.313 447.1% 0.200
ATR 0.109 0.128 0.020 18.0% 0.000
Volume 12,573 9,562 -3,011 -23.9% 48,631
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.226 6.019 5.258
R3 5.843 5.636 5.152
R2 5.460 5.460 5.117
R1 5.253 5.253 5.082 5.165
PP 5.077 5.077 5.077 5.033
S1 4.870 4.870 5.012 4.782
S2 4.694 4.694 4.977
S3 4.311 4.487 4.942
S4 3.928 4.104 4.836
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 5.283 4.900 0.383 7.6% 0.142 2.8% 38% True True 13,470
10 5.283 4.750 0.533 10.6% 0.136 2.7% 56% True False 10,816
20 5.283 4.670 0.613 12.1% 0.121 2.4% 62% True False 7,907
40 5.283 4.670 0.613 12.1% 0.114 2.3% 62% True False 7,176
60 5.283 4.670 0.613 12.1% 0.110 2.2% 62% True False 6,492
80 5.283 4.511 0.772 15.3% 0.107 2.1% 69% True False 5,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 6.911
2.618 6.286
1.618 5.903
1.000 5.666
0.618 5.520
HIGH 5.283
0.618 5.137
0.500 5.092
0.382 5.046
LOW 4.900
0.618 4.663
1.000 4.517
1.618 4.280
2.618 3.897
4.250 3.272
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 5.092 5.092
PP 5.077 5.077
S1 5.062 5.062

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

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