NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 5.225 5.054 -0.171 -3.3% 5.150
High 5.283 5.128 -0.155 -2.9% 5.283
Low 4.900 5.051 0.151 3.1% 4.900
Close 5.047 5.119 0.072 1.4% 5.119
Range 0.383 0.077 -0.306 -79.9% 0.383
ATR 0.128 0.125 -0.003 -2.6% 0.000
Volume 9,562 16,702 7,140 74.7% 64,497
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.330 5.302 5.161
R3 5.253 5.225 5.140
R2 5.176 5.176 5.133
R1 5.148 5.148 5.126 5.162
PP 5.099 5.099 5.099 5.107
S1 5.071 5.071 5.112 5.085
S2 5.022 5.022 5.105
S3 4.945 4.994 5.098
S4 4.868 4.917 5.077
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.250 6.067 5.330
R3 5.867 5.684 5.224
R2 5.484 5.484 5.189
R1 5.301 5.301 5.154 5.201
PP 5.101 5.101 5.101 5.051
S1 4.918 4.918 5.084 4.818
S2 4.718 4.718 5.049
S3 4.335 4.535 5.014
S4 3.952 4.152 4.908
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 7.5% 0.140 2.7% 57% False False 12,899
10 5.283 4.840 0.443 8.7% 0.125 2.4% 63% False False 11,984
20 5.283 4.670 0.613 12.0% 0.120 2.3% 73% False False 8,426
40 5.283 4.670 0.613 12.0% 0.114 2.2% 73% False False 7,505
60 5.283 4.670 0.613 12.0% 0.110 2.1% 73% False False 6,700
80 5.283 4.511 0.772 15.1% 0.107 2.1% 79% False False 5,722
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.455
2.618 5.330
1.618 5.253
1.000 5.205
0.618 5.176
HIGH 5.128
0.618 5.099
0.500 5.090
0.382 5.080
LOW 5.051
0.618 5.003
1.000 4.974
1.618 4.926
2.618 4.849
4.250 4.724
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 5.109 5.110
PP 5.099 5.101
S1 5.090 5.092

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

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