NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	4.670	4.658	-0.012	-0.3%	4.772
High	4.707	4.690	-0.017	-0.4%	4.873
Low	4.639	4.633	-0.006	-0.1%	4.639
Close	4.689	4.684	-0.005	-0.1%	4.689
Range	0.068	0.057	-0.011	-16.2%	0.234
ATR
Volume	4,807	2,981	-1,826	-38.0%	19,223

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.840	4.819	4.715
R3	4.783	4.762	4.700
R2	4.726	4.726	4.694
R1	4.705	4.705	4.689	4.716
PP	4.669	4.669	4.669	4.674
S1	4.648	4.648	4.679	4.659
S2	4.612	4.612	4.674
S3	4.555	4.591	4.668
S4	4.498	4.534	4.653

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.436	5.296	4.818
R3	5.202	5.062	4.753
R2	4.968	4.968	4.732
R1	4.828	4.828	4.710	4.781
PP	4.734	4.734	4.734	4.710
S1	4.594	4.594	4.668	4.547
S2	4.500	4.500	4.646
S3	4.266	4.360	4.625
S4	4.032	4.126	4.560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.873	4.633	0.240	5.1%	0.092	2.0%	21%	False	True	3,681
10	5.055	4.633	0.422	9.0%	0.092	2.0%	12%	False	True	4,282

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.023
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.932
2.618	4.839
1.618	4.782
1.000	4.747
0.618	4.725
HIGH	4.690
0.618	4.668
0.500	4.662
0.382	4.655
LOW	4.633
0.618	4.598
1.000	4.576
1.618	4.541
2.618	4.484
4.250	4.391

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	4.677	4.713
PP	4.669	4.703
S1	4.662	4.694

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols