NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 4.646 4.730 0.084 1.8% 4.736
High 4.734 4.740 0.006 0.1% 4.841
Low 4.620 4.650 0.030 0.6% 4.593
Close 4.719 4.676 -0.043 -0.9% 4.645
Range 0.114 0.090 -0.024 -21.1% 0.248
ATR 0.116 0.114 -0.002 -1.6% 0.000
Volume 4,646 8,333 3,687 79.4% 38,690
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.959 4.907 4.726
R3 4.869 4.817 4.701
R2 4.779 4.779 4.693
R1 4.727 4.727 4.684 4.708
PP 4.689 4.689 4.689 4.679
S1 4.637 4.637 4.668 4.618
S2 4.599 4.599 4.660
S3 4.509 4.547 4.651
S4 4.419 4.457 4.627
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 4.763 4.589 0.174 3.7% 0.101 2.2% 50% False False 6,242
10 4.985 4.589 0.396 8.5% 0.111 2.4% 22% False False 6,993
20 5.283 4.589 0.694 14.8% 0.119 2.5% 13% False False 9,397
40 5.283 4.589 0.694 14.8% 0.119 2.5% 13% False False 7,895
60 5.283 4.589 0.694 14.8% 0.110 2.3% 13% False False 7,172
80 5.283 4.566 0.717 15.3% 0.109 2.3% 15% False False 6,526
100 5.283 4.511 0.772 16.5% 0.105 2.3% 21% False False 5,737
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.123
2.618 4.976
1.618 4.886
1.000 4.830
0.618 4.796
HIGH 4.740
0.618 4.706
0.500 4.695
0.382 4.684
LOW 4.650
0.618 4.594
1.000 4.560
1.618 4.504
2.618 4.414
4.250 4.268
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 4.695 4.672
PP 4.689 4.668
S1 4.682 4.665

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

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