NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 4.630 4.556 -0.074 -1.6% 4.681
High 4.632 4.611 -0.021 -0.5% 4.760
Low 4.476 4.525 0.049 1.1% 4.476
Close 4.535 4.600 0.065 1.4% 4.600
Range 0.156 0.086 -0.070 -44.9% 0.284
ATR 0.120 0.117 -0.002 -2.0% 0.000
Volume 11,045 16,379 5,334 48.3% 43,643
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.837 4.804 4.647
R3 4.751 4.718 4.624
R2 4.665 4.665 4.616
R1 4.632 4.632 4.608 4.649
PP 4.579 4.579 4.579 4.587
S1 4.546 4.546 4.592 4.563
S2 4.493 4.493 4.584
S3 4.407 4.460 4.576
S4 4.321 4.374 4.553
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.464 5.316 4.756
R3 5.180 5.032 4.678
R2 4.896 4.896 4.652
R1 4.748 4.748 4.626 4.680
PP 4.612 4.612 4.612 4.578
S1 4.464 4.464 4.574 4.396
S2 4.328 4.328 4.548
S3 4.044 4.180 4.522
S4 3.760 3.896 4.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.760 4.476 0.284 6.2% 0.109 2.4% 44% False False 11,094
10 4.773 4.476 0.297 6.5% 0.107 2.3% 42% False False 8,841
20 5.156 4.476 0.680 14.8% 0.113 2.5% 18% False False 8,798
40 5.283 4.476 0.807 17.5% 0.117 2.5% 15% False False 8,353
60 5.283 4.476 0.807 17.5% 0.113 2.5% 15% False False 7,717
80 5.283 4.476 0.807 17.5% 0.111 2.4% 15% False False 7,069
100 5.283 4.476 0.807 17.5% 0.108 2.3% 15% False False 6,191
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.977
2.618 4.836
1.618 4.750
1.000 4.697
0.618 4.664
HIGH 4.611
0.618 4.578
0.500 4.568
0.382 4.558
LOW 4.525
0.618 4.472
1.000 4.439
1.618 4.386
2.618 4.300
4.250 4.160
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 4.589 4.600
PP 4.579 4.599
S1 4.568 4.599

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

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