NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.730 4.676 -0.054 -1.1% 4.736
High 4.740 4.773 0.033 0.7% 4.841
Low 4.650 4.586 -0.064 -1.4% 4.593
Close 4.676 4.739 0.063 1.3% 4.645
Range 0.090 0.187 0.097 107.8% 0.248
ATR 0.114 0.120 0.005 4.5% 0.000
Volume 8,333 6,740 -1,593 -19.1% 38,690
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.260 5.187 4.842
R3 5.073 5.000 4.790
R2 4.886 4.886 4.773
R1 4.813 4.813 4.756 4.850
PP 4.699 4.699 4.699 4.718
S1 4.626 4.626 4.722 4.663
S2 4.512 4.512 4.705
S3 4.325 4.439 4.688
S4 4.138 4.252 4.636
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 4.773 4.586 0.187 3.9% 0.104 2.2% 82% True True 6,587
10 4.861 4.586 0.275 5.8% 0.114 2.4% 56% False True 7,044
20 5.283 4.586 0.697 14.7% 0.121 2.6% 22% False True 9,392
40 5.283 4.586 0.697 14.7% 0.121 2.5% 22% False True 7,936
60 5.283 4.586 0.697 14.7% 0.111 2.4% 22% False True 7,193
80 5.283 4.566 0.717 15.1% 0.111 2.3% 24% False False 6,561
100 5.283 4.511 0.772 16.3% 0.106 2.2% 30% False False 5,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.568
2.618 5.263
1.618 5.076
1.000 4.960
0.618 4.889
HIGH 4.773
0.618 4.702
0.500 4.680
0.382 4.657
LOW 4.586
0.618 4.470
1.000 4.399
1.618 4.283
2.618 4.096
4.250 3.791
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.719 4.719
PP 4.699 4.699
S1 4.680 4.680

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

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