NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 4.844 4.670 -0.174 -3.6% 4.796
High 4.861 4.713 -0.148 -3.0% 5.011
Low 4.663 4.615 -0.048 -1.0% 4.550
Close 4.701 4.635 -0.066 -1.4% 4.812
Range 0.198 0.098 -0.100 -50.5% 0.461
ATR 0.154 0.150 -0.004 -2.6% 0.000
Volume 56,837 57,510 673 1.2% 317,192
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.948 4.890 4.689
R3 4.850 4.792 4.662
R2 4.752 4.752 4.653
R1 4.694 4.694 4.644 4.674
PP 4.654 4.654 4.654 4.645
S1 4.596 4.596 4.626 4.576
S2 4.556 4.556 4.617
S3 4.458 4.498 4.608
S4 4.360 4.400 4.581
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.174 5.954 5.066
R3 5.713 5.493 4.939
R2 5.252 5.252 4.897
R1 5.032 5.032 4.854 5.142
PP 4.791 4.791 4.791 4.846
S1 4.571 4.571 4.770 4.681
S2 4.330 4.330 4.727
S3 3.869 4.110 4.685
S4 3.408 3.649 4.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.011 4.550 0.461 9.9% 0.193 4.2% 18% False False 67,670
10 5.011 4.550 0.461 9.9% 0.154 3.3% 18% False False 56,181
20 5.011 4.219 0.792 17.1% 0.146 3.2% 53% False False 35,641
40 5.011 4.219 0.792 17.1% 0.137 3.0% 53% False False 25,803
60 5.011 4.208 0.803 17.3% 0.132 2.8% 53% False False 21,190
80 5.011 4.011 1.000 21.6% 0.129 2.8% 62% False False 18,006
100 5.011 4.011 1.000 21.6% 0.123 2.6% 62% False False 15,318
120 5.011 4.011 1.000 21.6% 0.121 2.6% 62% False False 13,124
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.130
2.618 4.970
1.618 4.872
1.000 4.811
0.618 4.774
HIGH 4.713
0.618 4.676
0.500 4.664
0.382 4.652
LOW 4.615
0.618 4.554
1.000 4.517
1.618 4.456
2.618 4.358
4.250 4.199
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4.664 4.738
PP 4.654 4.704
S1 4.645 4.669

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

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