NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4.765 4.792 0.027 0.6% 4.952
High 4.817 4.801 -0.016 -0.3% 5.106
Low 4.740 4.646 -0.094 -2.0% 4.847
Close 4.796 4.649 -0.147 -3.1% 4.952
Range 0.077 0.155 0.078 101.3% 0.259
ATR 0.120 0.123 0.002 2.1% 0.000
Volume 12,914 10,868 -2,046 -15.8% 103,176
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.164 5.061 4.734
R3 5.009 4.906 4.692
R2 4.854 4.854 4.677
R1 4.751 4.751 4.663 4.725
PP 4.699 4.699 4.699 4.686
S1 4.596 4.596 4.635 4.570
S2 4.544 4.544 4.621
S3 4.389 4.441 4.606
S4 4.234 4.286 4.564
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.745 5.608 5.094
R3 5.486 5.349 5.023
R2 5.227 5.227 4.999
R1 5.090 5.090 4.976 5.082
PP 4.968 4.968 4.968 4.964
S1 4.831 4.831 4.928 4.823
S2 4.709 4.709 4.905
S3 4.450 4.572 4.881
S4 4.191 4.313 4.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.993 4.646 0.347 7.5% 0.120 2.6% 1% False True 17,348
10 5.106 4.646 0.460 9.9% 0.119 2.6% 1% False True 20,139
20 5.106 4.443 0.663 14.3% 0.122 2.6% 31% False False 15,037
40 5.106 4.443 0.663 14.3% 0.116 2.5% 31% False False 13,022
60 5.106 4.443 0.663 14.3% 0.113 2.4% 31% False False 11,157
80 5.106 4.243 0.863 18.6% 0.111 2.4% 47% False False 9,535
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.460
2.618 5.207
1.618 5.052
1.000 4.956
0.618 4.897
HIGH 4.801
0.618 4.742
0.500 4.724
0.382 4.705
LOW 4.646
0.618 4.550
1.000 4.491
1.618 4.395
2.618 4.240
4.250 3.987
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.724 4.755
PP 4.699 4.719
S1 4.674 4.684

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

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