NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.630 4.647 0.017 0.4% 4.736
High 4.662 4.657 -0.005 -0.1% 4.841
Low 4.599 4.589 -0.010 -0.2% 4.593
Close 4.645 4.646 0.001 0.0% 4.645
Range 0.063 0.068 0.005 7.9% 0.248
ATR 0.120 0.116 -0.004 -3.1% 0.000
Volume 8,840 4,377 -4,463 -50.5% 38,690
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.835 4.808 4.683
R3 4.767 4.740 4.665
R2 4.699 4.699 4.658
R1 4.672 4.672 4.652 4.652
PP 4.631 4.631 4.631 4.620
S1 4.604 4.604 4.640 4.584
S2 4.563 4.563 4.634
S3 4.495 4.536 4.627
S4 4.427 4.468 4.609
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.437 5.289 4.781
R3 5.189 5.041 4.713
R2 4.941 4.941 4.690
R1 4.793 4.793 4.668 4.743
PP 4.693 4.693 4.693 4.668
S1 4.545 4.545 4.622 4.495
S2 4.445 4.445 4.600
S3 4.197 4.297 4.577
S4 3.949 4.049 4.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.841 4.589 0.252 5.4% 0.098 2.1% 23% False True 6,567
10 5.037 4.589 0.448 9.6% 0.106 2.3% 13% False True 7,556
20 5.283 4.589 0.694 14.9% 0.117 2.5% 8% False True 9,860
40 5.283 4.589 0.694 14.9% 0.117 2.5% 8% False True 8,254
60 5.283 4.589 0.694 14.9% 0.109 2.3% 8% False True 7,143
80 5.283 4.511 0.772 16.6% 0.109 2.4% 17% False False 6,432
100 5.283 4.511 0.772 16.6% 0.105 2.3% 17% False False 5,651
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.946
2.618 4.835
1.618 4.767
1.000 4.725
0.618 4.699
HIGH 4.657
0.618 4.631
0.500 4.623
0.382 4.615
LOW 4.589
0.618 4.547
1.000 4.521
1.618 4.479
2.618 4.411
4.250 4.300
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.638 4.676
PP 4.631 4.666
S1 4.623 4.656

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

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