NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	4.661	4.790	0.129	2.8%	4.772
High	4.782	4.811	0.029	0.6%	4.983
Low	4.661	4.595	-0.066	-1.4%	4.510
Close	4.757	4.646	-0.111	-2.3%	4.757
Range	0.121	0.216	0.095	78.5%	0.473
ATR	0.161	0.165	0.004	2.4%	0.000
Volume	111,876	120,793	8,917	8.0%	706,512

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.332	5.205	4.765
R3	5.116	4.989	4.705
R2	4.900	4.900	4.686
R1	4.773	4.773	4.666	4.729
PP	4.684	4.684	4.684	4.662
S1	4.557	4.557	4.626	4.513
S2	4.468	4.468	4.606
S3	4.252	4.341	4.587
S4	4.036	4.125	4.527

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.169	5.936	5.017
R3	5.696	5.463	4.887
R2	5.223	5.223	4.844
R1	4.990	4.990	4.800	4.870
PP	4.750	4.750	4.750	4.690
S1	4.517	4.517	4.714	4.397
S2	4.277	4.277	4.670
S3	3.804	4.044	4.627
S4	3.331	3.571	4.497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.983	4.510	0.473	10.2%	0.201	4.3%	29%	False	False	138,293
10	4.983	4.510	0.473	10.2%	0.175	3.8%	29%	False	False	135,553
20	4.983	4.140	0.843	18.1%	0.159	3.4%	60%	False	False	107,039
40	4.983	4.140	0.843	18.1%	0.145	3.1%	60%	False	False	75,938
60	4.983	4.140	0.843	18.1%	0.139	3.0%	60%	False	False	64,510
80	4.983	3.955	1.028	22.1%	0.137	2.9%	67%	False	False	52,428
100	4.983	3.955	1.028	22.1%	0.132	2.8%	67%	False	False	43,981
120	4.983	3.955	1.028	22.1%	0.129	2.8%	67%	False	False	37,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.729
2.618	5.376
1.618	5.160
1.000	5.027
0.618	4.944
HIGH	4.811
0.618	4.728
0.500	4.703
0.382	4.678
LOW	4.595
0.618	4.462
1.000	4.379
1.618	4.246
2.618	4.030
4.250	3.677

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	4.703	4.747
PP	4.684	4.713
S1	4.665	4.680

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