NYMEX Natural Gas Future July 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	4.611	4.573	-0.038	-0.8%	4.772
High	4.654	4.605	-0.049	-1.1%	4.983
Low	4.558	4.522	-0.036	-0.8%	4.510
Close	4.581	4.577	-0.004	-0.1%	4.757
Range	0.096	0.083	-0.013	-13.5%	0.473
ATR	0.160	0.155	-0.006	-3.4%	0.000
Volume	91,418	85,131	-6,287	-6.9%	706,512

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.817	4.780	4.623
R3	4.734	4.697	4.600
R2	4.651	4.651	4.592
R1	4.614	4.614	4.585	4.633
PP	4.568	4.568	4.568	4.577
S1	4.531	4.531	4.569	4.550
S2	4.485	4.485	4.562
S3	4.402	4.448	4.554
S4	4.319	4.365	4.531

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	10.3%	0.198	4.3%	14%	False	False	122,364
10	4.983	4.510	0.473	10.3%	0.166	3.6%	14%	False	False	127,445
20	4.983	4.140	0.843	18.4%	0.153	3.3%	52%	False	False	109,544
40	4.983	4.140	0.843	18.4%	0.144	3.1%	52%	False	False	78,413
60	4.983	4.140	0.843	18.4%	0.139	3.0%	52%	False	False	66,787
80	4.983	3.955	1.028	22.5%	0.137	3.0%	61%	False	False	54,391
100	4.983	3.955	1.028	22.5%	0.131	2.9%	61%	False	False	45,571
120	4.983	3.955	1.028	22.5%	0.128	2.8%	61%	False	False	39,046

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	0.037
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.958
2.618	4.822
1.618	4.739
1.000	4.688
0.618	4.656
HIGH	4.605
0.618	4.573
0.500	4.564
0.382	4.554
LOW	4.522
0.618	4.471
1.000	4.439
1.618	4.388
2.618	4.305
4.250	4.169

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	4.573	4.667
PP	4.568	4.637
S1	4.564	4.607

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