NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.736 4.745 0.009 0.2% 5.130
High 4.796 4.824 0.028 0.6% 5.156
Low 4.650 4.738 0.088 1.9% 4.746
Close 4.748 4.806 0.058 1.2% 4.748
Range 0.146 0.086 -0.060 -41.1% 0.410
ATR 0.125 0.122 -0.003 -2.2% 0.000
Volume 10,230 9,066 -1,164 -11.4% 41,009
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.047 5.013 4.853
R3 4.961 4.927 4.830
R2 4.875 4.875 4.822
R1 4.841 4.841 4.814 4.858
PP 4.789 4.789 4.789 4.798
S1 4.755 4.755 4.798 4.772
S2 4.703 4.703 4.790
S3 4.617 4.669 4.782
S4 4.531 4.583 4.759
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.113 5.841 4.974
R3 5.703 5.431 4.861
R2 5.293 5.293 4.823
R1 5.021 5.021 4.786 4.952
PP 4.883 4.883 4.883 4.849
S1 4.611 4.611 4.710 4.542
S2 4.473 4.473 4.673
S3 4.063 4.201 4.635
S4 3.653 3.791 4.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.992 4.650 0.342 7.1% 0.113 2.4% 46% False False 7,838
10 5.283 4.650 0.633 13.2% 0.137 2.8% 25% False False 9,914
20 5.283 4.650 0.633 13.2% 0.123 2.6% 25% False False 9,611
40 5.283 4.650 0.633 13.2% 0.117 2.4% 25% False False 8,164
60 5.283 4.650 0.633 13.2% 0.112 2.3% 25% False False 7,144
80 5.283 4.511 0.772 16.1% 0.110 2.3% 38% False False 6,305
100 5.283 4.511 0.772 16.1% 0.103 2.1% 38% False False 5,515
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.190
2.618 5.049
1.618 4.963
1.000 4.910
0.618 4.877
HIGH 4.824
0.618 4.791
0.500 4.781
0.382 4.771
LOW 4.738
0.618 4.685
1.000 4.652
1.618 4.599
2.618 4.513
4.250 4.373
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.798 4.789
PP 4.789 4.772
S1 4.781 4.756

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

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