NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.389 4.469 0.080 1.8% 4.844
High 4.471 4.499 0.028 0.6% 4.861
Low 4.369 4.374 0.005 0.1% 4.381
Close 4.448 4.375 -0.073 -1.6% 4.386
Range 0.102 0.125 0.023 22.5% 0.480
ATR 0.145 0.143 -0.001 -1.0% 0.000
Volume 25,430 27,973 2,543 10.0% 195,042
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.791 4.708 4.444
R3 4.666 4.583 4.409
R2 4.541 4.541 4.398
R1 4.458 4.458 4.386 4.437
PP 4.416 4.416 4.416 4.406
S1 4.333 4.333 4.364 4.312
S2 4.291 4.291 4.352
S3 4.166 4.208 4.341
S4 4.041 4.083 4.306
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.983 5.664 4.650
R3 5.503 5.184 4.518
R2 5.023 5.023 4.474
R1 4.704 4.704 4.430 4.624
PP 4.543 4.543 4.543 4.502
S1 4.224 4.224 4.342 4.144
S2 4.063 4.063 4.298
S3 3.583 3.744 4.254
S4 3.103 3.264 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.652 4.260 0.392 9.0% 0.141 3.2% 29% False False 26,782
10 5.011 4.260 0.751 17.2% 0.166 3.8% 15% False False 42,353
20 5.011 4.260 0.751 17.2% 0.147 3.4% 15% False False 39,995
40 5.011 4.219 0.792 18.1% 0.140 3.2% 20% False False 28,301
60 5.011 4.208 0.803 18.4% 0.132 3.0% 21% False False 22,893
80 5.011 4.011 1.000 22.9% 0.130 3.0% 36% False False 19,649
100 5.011 4.011 1.000 22.9% 0.124 2.8% 36% False False 16,692
120 5.011 4.011 1.000 22.9% 0.122 2.8% 36% False False 14,410
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.030
2.618 4.826
1.618 4.701
1.000 4.624
0.618 4.576
HIGH 4.499
0.618 4.451
0.500 4.437
0.382 4.422
LOW 4.374
0.618 4.297
1.000 4.249
1.618 4.172
2.618 4.047
4.250 3.843
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.437 4.380
PP 4.416 4.378
S1 4.396 4.377

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

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