NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 4.850 4.739 -0.111 -2.3% 4.821
High 4.858 4.768 -0.090 -1.9% 4.942
Low 4.697 4.700 0.003 0.1% 4.697
Close 4.720 4.750 0.030 0.6% 4.750
Range 0.161 0.068 -0.093 -57.8% 0.245
ATR 0.116 0.112 -0.003 -2.9% 0.000
Volume 10,630 14,766 4,136 38.9% 58,138
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.943 4.915 4.787
R3 4.875 4.847 4.769
R2 4.807 4.807 4.762
R1 4.779 4.779 4.756 4.793
PP 4.739 4.739 4.739 4.747
S1 4.711 4.711 4.744 4.725
S2 4.671 4.671 4.738
S3 4.603 4.643 4.731
S4 4.535 4.575 4.713
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.531 5.386 4.885
R3 5.286 5.141 4.817
R2 5.041 5.041 4.795
R1 4.896 4.896 4.772 4.846
PP 4.796 4.796 4.796 4.772
S1 4.651 4.651 4.728 4.601
S2 4.551 4.551 4.705
S3 4.306 4.406 4.683
S4 4.061 4.161 4.615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.942 4.697 0.245 5.2% 0.099 2.1% 22% False False 11,627
10 5.242 4.697 0.545 11.5% 0.107 2.3% 10% False False 11,725
20 5.356 4.697 0.659 13.9% 0.111 2.3% 8% False False 14,147
40 5.356 4.697 0.659 13.9% 0.113 2.4% 8% False False 12,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.057
2.618 4.946
1.618 4.878
1.000 4.836
0.618 4.810
HIGH 4.768
0.618 4.742
0.500 4.734
0.382 4.726
LOW 4.700
0.618 4.658
1.000 4.632
1.618 4.590
2.618 4.522
4.250 4.411
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.745 4.820
PP 4.739 4.796
S1 4.734 4.773

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

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