NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.676 4.730 0.054 1.2% 4.647
High 4.773 4.742 -0.031 -0.6% 4.773
Low 4.586 4.675 0.089 1.9% 4.586
Close 4.739 4.694 -0.045 -0.9% 4.694
Range 0.187 0.067 -0.120 -64.2% 0.187
ATR 0.120 0.116 -0.004 -3.1% 0.000
Volume 6,740 11,831 5,091 75.5% 35,927
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.905 4.866 4.731
R3 4.838 4.799 4.712
R2 4.771 4.771 4.706
R1 4.732 4.732 4.700 4.718
PP 4.704 4.704 4.704 4.697
S1 4.665 4.665 4.688 4.651
S2 4.637 4.637 4.682
S3 4.570 4.598 4.676
S4 4.503 4.531 4.657
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.245 5.157 4.797
R3 5.058 4.970 4.745
R2 4.871 4.871 4.728
R1 4.783 4.783 4.711 4.827
PP 4.684 4.684 4.684 4.707
S1 4.596 4.596 4.677 4.640
S2 4.497 4.497 4.660
S3 4.310 4.409 4.643
S4 4.123 4.222 4.591
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 4.0% 0.105 2.2% 58% False False 7,185
10 4.841 4.586 0.255 5.4% 0.110 2.3% 42% False False 7,461
20 5.283 4.586 0.697 14.8% 0.120 2.6% 15% False False 9,006
40 5.283 4.586 0.697 14.8% 0.115 2.4% 15% False False 8,100
60 5.283 4.586 0.697 14.8% 0.111 2.4% 15% False False 7,302
80 5.283 4.566 0.717 15.3% 0.110 2.4% 18% False False 6,665
100 5.283 4.511 0.772 16.4% 0.106 2.3% 24% False False 5,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.027
2.618 4.917
1.618 4.850
1.000 4.809
0.618 4.783
HIGH 4.742
0.618 4.716
0.500 4.709
0.382 4.701
LOW 4.675
0.618 4.634
1.000 4.608
1.618 4.567
2.618 4.500
4.250 4.390
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.709 4.689
PP 4.704 4.684
S1 4.699 4.680

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

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