NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.730 4.681 -0.049 -1.0% 4.647
High 4.742 4.760 0.018 0.4% 4.773
Low 4.675 4.635 -0.040 -0.9% 4.586
Close 4.694 4.737 0.043 0.9% 4.694
Range 0.067 0.125 0.058 86.6% 0.187
ATR 0.116 0.116 0.001 0.6% 0.000
Volume 11,831 6,981 -4,850 -41.0% 35,927
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.086 5.036 4.806
R3 4.961 4.911 4.771
R2 4.836 4.836 4.760
R1 4.786 4.786 4.748 4.811
PP 4.711 4.711 4.711 4.723
S1 4.661 4.661 4.726 4.686
S2 4.586 4.586 4.714
S3 4.461 4.536 4.703
S4 4.336 4.411 4.668
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 3.9% 0.117 2.5% 81% False False 7,706
10 4.841 4.586 0.255 5.4% 0.107 2.3% 59% False False 7,136
20 5.283 4.586 0.697 14.7% 0.121 2.6% 22% False False 8,787
40 5.283 4.586 0.697 14.7% 0.116 2.4% 22% False False 7,953
60 5.283 4.586 0.697 14.7% 0.111 2.4% 22% False False 7,340
80 5.283 4.582 0.701 14.8% 0.111 2.3% 22% False False 6,719
100 5.283 4.511 0.772 16.3% 0.106 2.2% 29% False False 5,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.291
2.618 5.087
1.618 4.962
1.000 4.885
0.618 4.837
HIGH 4.760
0.618 4.712
0.500 4.698
0.382 4.683
LOW 4.635
0.618 4.558
1.000 4.510
1.618 4.433
2.618 4.308
4.250 4.104
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.724 4.718
PP 4.711 4.699
S1 4.698 4.680

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

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