NYMEX Natural Gas Future November 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 4.581 4.651 0.070 1.5% 4.979
High 4.640 4.662 0.022 0.5% 4.993
Low 4.574 4.551 -0.023 -0.5% 4.553
Close 4.621 4.551 -0.070 -1.5% 4.558
Range 0.066 0.111 0.045 68.2% 0.440
ATR 0.117 0.117 0.000 -0.4% 0.000
Volume 9,315 8,643 -672 -7.2% 74,652
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.921 4.847 4.612
R3 4.810 4.736 4.582
R2 4.699 4.699 4.571
R1 4.625 4.625 4.561 4.607
PP 4.588 4.588 4.588 4.579
S1 4.514 4.514 4.541 4.496
S2 4.477 4.477 4.531
S3 4.366 4.403 4.520
S4 4.255 4.292 4.490
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.021 5.730 4.800
R3 5.581 5.290 4.679
R2 5.141 5.141 4.639
R1 4.850 4.850 4.598 4.776
PP 4.701 4.701 4.701 4.664
S1 4.410 4.410 4.518 4.336
S2 4.261 4.261 4.477
S3 3.821 3.970 4.437
S4 3.381 3.530 4.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.801 4.518 0.283 6.2% 0.108 2.4% 12% False False 11,101
10 5.106 4.518 0.588 12.9% 0.124 2.7% 6% False False 15,191
20 5.106 4.518 0.588 12.9% 0.115 2.5% 6% False False 15,977
40 5.106 4.443 0.663 14.6% 0.118 2.6% 16% False False 13,414
60 5.106 4.443 0.663 14.6% 0.112 2.5% 16% False False 11,340
80 5.106 4.243 0.863 19.0% 0.111 2.4% 36% False False 9,911
100 5.106 4.243 0.863 19.0% 0.105 2.3% 36% False False 8,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.134
2.618 4.953
1.618 4.842
1.000 4.773
0.618 4.731
HIGH 4.662
0.618 4.620
0.500 4.607
0.382 4.593
LOW 4.551
0.618 4.482
1.000 4.440
1.618 4.371
2.618 4.260
4.250 4.079
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.607 4.590
PP 4.588 4.577
S1 4.570 4.564

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

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