NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.841 4.925 0.084 1.7% 5.225
High 4.924 4.942 0.018 0.4% 5.242
Low 4.841 4.839 -0.002 0.0% 4.851
Close 4.909 4.840 -0.069 -1.4% 4.853
Range 0.083 0.103 0.020 24.1% 0.391
ATR 0.113 0.112 -0.001 -0.6% 0.000
Volume 10,977 9,830 -1,147 -10.4% 59,117
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.183 5.114 4.897
R3 5.080 5.011 4.868
R2 4.977 4.977 4.859
R1 4.908 4.908 4.849 4.891
PP 4.874 4.874 4.874 4.865
S1 4.805 4.805 4.831 4.788
S2 4.771 4.771 4.821
S3 4.668 4.702 4.812
S4 4.565 4.599 4.783
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.155 5.895 5.068
R3 5.764 5.504 4.961
R2 5.373 5.373 4.925
R1 5.113 5.113 4.889 5.048
PP 4.982 4.982 4.982 4.949
S1 4.722 4.722 4.817 4.657
S2 4.591 4.591 4.781
S3 4.200 4.331 4.745
S4 3.809 3.940 4.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.079 4.816 0.263 5.4% 0.103 2.1% 9% False False 12,002
10 5.356 4.816 0.540 11.2% 0.122 2.5% 4% False False 12,786
20 5.356 4.816 0.540 11.2% 0.111 2.3% 4% False False 13,677
40 5.356 4.786 0.570 11.8% 0.112 2.3% 9% False False 11,922
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 False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.380
2.618 5.212
1.618 5.109
1.000 5.045
0.618 5.006
HIGH 4.942
0.618 4.903
0.500 4.891
0.382 4.878
LOW 4.839
0.618 4.775
1.000 4.736
1.618 4.672
2.618 4.569
4.250 4.401
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.891 4.879
PP 4.874 4.866
S1 4.857 4.853

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

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