NYMEX Natural Gas Future December 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 5.130 4.995 -0.135 -2.6% 5.150
High 5.156 5.037 -0.119 -2.3% 5.283
Low 4.975 4.947 -0.028 -0.6% 4.900
Close 5.021 4.967 -0.054 -1.1% 5.119
Range 0.181 0.090 -0.091 -50.3% 0.383
ATR 0.129 0.126 -0.003 -2.2% 0.000
Volume 8,508 12,606 4,098 48.2% 64,497
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.254 5.200 5.017
R3 5.164 5.110 4.992
R2 5.074 5.074 4.984
R1 5.020 5.020 4.975 5.002
PP 4.984 4.984 4.984 4.975
S1 4.930 4.930 4.959 4.912
S2 4.894 4.894 4.951
S3 4.804 4.840 4.942
S4 4.714 4.750 4.918
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 7.7% 0.160 3.2% 17% False False 11,990
10 5.283 4.900 0.383 7.7% 0.127 2.6% 17% False False 12,549
20 5.283 4.670 0.613 12.3% 0.122 2.5% 48% False False 8,964
40 5.283 4.670 0.613 12.3% 0.115 2.3% 48% False False 7,730
60 5.283 4.670 0.613 12.3% 0.111 2.2% 48% False False 6,891
80 5.283 4.511 0.772 15.5% 0.108 2.2% 59% False False 5,941
Crabel Price Patterns
NR True
NR4 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.420
2.618 5.273
1.618 5.183
1.000 5.127
0.618 5.093
HIGH 5.037
0.618 5.003
0.500 4.992
0.382 4.981
LOW 4.947
0.618 4.891
1.000 4.857
1.618 4.801
2.618 4.711
4.250 4.565
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4.992 5.052
PP 4.984 5.023
S1 4.975 4.995

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

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