NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 5.054 5.130 0.076 1.5% 5.150
High 5.128 5.156 0.028 0.5% 5.283
Low 5.051 4.975 -0.076 -1.5% 4.900
Close 5.119 5.021 -0.098 -1.9% 5.119
Range 0.077 0.181 0.104 135.1% 0.383
ATR 0.125 0.129 0.004 3.2% 0.000
Volume 16,702 8,508 -8,194 -49.1% 64,497
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.594 5.488 5.121
R3 5.413 5.307 5.071
R2 5.232 5.232 5.054
R1 5.126 5.126 5.038 5.089
PP 5.051 5.051 5.051 5.032
S1 4.945 4.945 5.004 4.908
S2 4.870 4.870 4.988
S3 4.689 4.764 4.971
S4 4.508 4.583 4.921
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.250 6.067 5.330
R3 5.867 5.684 5.224
R2 5.484 5.484 5.189
R1 5.301 5.301 5.154 5.201
PP 5.101 5.101 5.101 5.051
S1 4.918 4.918 5.084 4.818
S2 4.718 4.718 5.049
S3 4.335 4.535 5.014
S4 3.952 4.152 4.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.283 4.900 0.383 7.6% 0.156 3.1% 32% False False 12,331
10 5.283 4.900 0.383 7.6% 0.128 2.5% 32% False False 12,163
20 5.283 4.670 0.613 12.2% 0.124 2.5% 57% False False 8,580
40 5.283 4.670 0.613 12.2% 0.114 2.3% 57% False False 7,624
60 5.283 4.670 0.613 12.2% 0.111 2.2% 57% False False 6,789
80 5.283 4.511 0.772 15.4% 0.108 2.2% 66% False False 5,803
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.925
2.618 5.630
1.618 5.449
1.000 5.337
0.618 5.268
HIGH 5.156
0.618 5.087
0.500 5.066
0.382 5.044
LOW 4.975
0.618 4.863
1.000 4.794
1.618 4.682
2.618 4.501
4.250 4.206
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 5.066 5.092
PP 5.051 5.068
S1 5.036 5.045

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

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