NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	4.681	4.708	0.027	0.6%	4.647
High	4.760	4.722	-0.038	-0.8%	4.773
Low	4.635	4.613	-0.022	-0.5%	4.586
Close	4.737	4.617	-0.120	-2.5%	4.694
Range	0.125	0.109	-0.016	-12.8%	0.187
ATR	0.116	0.117	0.001	0.5%	0.000
Volume	6,981	9,238	2,257	32.3%	35,927

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.978	4.906	4.677
R3	4.869	4.797	4.647
R2	4.760	4.760	4.637
R1	4.688	4.688	4.627	4.670
PP	4.651	4.651	4.651	4.641
S1	4.579	4.579	4.607	4.561
S2	4.542	4.542	4.597
S3	4.433	4.470	4.587
S4	4.324	4.361	4.557

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	4.1%	0.116	2.5%	17%	False	False	8,624
10	4.841	4.586	0.255	5.5%	0.110	2.4%	12%	False	False	7,154
20	5.283	4.586	0.697	15.1%	0.123	2.7%	4%	False	False	8,534
40	5.283	4.586	0.697	15.1%	0.116	2.5%	4%	False	False	8,018
60	5.283	4.586	0.697	15.1%	0.112	2.4%	4%	False	False	7,385
80	5.283	4.586	0.697	15.1%	0.111	2.4%	4%	False	False	6,796
100	5.283	4.511	0.772	16.7%	0.106	2.3%	14%	False	False	5,977

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.185
2.618	5.007
1.618	4.898
1.000	4.831
0.618	4.789
HIGH	4.722
0.618	4.680
0.500	4.668
0.382	4.655
LOW	4.613
0.618	4.546
1.000	4.504
1.618	4.437
2.618	4.328
4.250	4.150

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	4.668	4.687
PP	4.651	4.663
S1	4.634	4.640

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols