NYMEX Natural Gas Future July 2011


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 4.212 4.228 0.016 0.4% 4.301
High 4.248 4.276 0.028 0.7% 4.444
Low 4.171 4.176 0.005 0.1% 4.154
Close 4.245 4.240 -0.005 -0.1% 4.245
Range 0.077 0.100 0.023 29.9% 0.290
ATR 0.144 0.141 -0.003 -2.2% 0.000
Volume 47,230 53,097 5,867 12.4% 460,902
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.531 4.485 4.295
R3 4.431 4.385 4.268
R2 4.331 4.331 4.258
R1 4.285 4.285 4.249 4.308
PP 4.231 4.231 4.231 4.242
S1 4.185 4.185 4.231 4.208
S2 4.131 4.131 4.222
S3 4.031 4.085 4.213
S4 3.931 3.985 4.185
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.151 4.988 4.405
R3 4.861 4.698 4.325
R2 4.571 4.571 4.298
R1 4.408 4.408 4.272 4.345
PP 4.281 4.281 4.281 4.249
S1 4.118 4.118 4.218 4.055
S2 3.991 3.991 4.192
S3 3.701 3.828 4.165
S4 3.411 3.538 4.086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.154 0.290 6.8% 0.119 2.8% 30% False False 86,374
10 4.654 4.154 0.500 11.8% 0.119 2.8% 17% False False 91,450
20 4.983 4.154 0.829 19.6% 0.147 3.5% 10% False False 113,502
40 4.983 4.140 0.843 19.9% 0.144 3.4% 12% False False 90,305
60 4.983 4.140 0.843 19.9% 0.136 3.2% 12% False False 75,753
80 4.983 3.955 1.028 24.2% 0.137 3.2% 28% False False 62,404
100 4.983 3.955 1.028 24.2% 0.131 3.1% 28% False False 52,306
120 4.983 3.955 1.028 24.2% 0.130 3.1% 28% False False 45,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.701
2.618 4.538
1.618 4.438
1.000 4.376
0.618 4.338
HIGH 4.276
0.618 4.238
0.500 4.226
0.382 4.214
LOW 4.176
0.618 4.114
1.000 4.076
1.618 4.014
2.618 3.914
4.250 3.751
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.235 4.245
PP 4.231 4.243
S1 4.226 4.242

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

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