NYMEX Natural Gas Future March 2012


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 4.714 4.766 0.052 1.1% 4.658
High 4.805 4.767 -0.038 -0.8% 4.820
Low 4.704 4.674 -0.030 -0.6% 4.630
Close 4.794 4.680 -0.114 -2.4% 4.750
Range 0.101 0.093 -0.008 -7.9% 0.190
ATR 0.101 0.103 0.001 1.3% 0.000
Volume 3,088 5,631 2,543 82.4% 24,094
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.986 4.926 4.731
R3 4.893 4.833 4.706
R2 4.800 4.800 4.697
R1 4.740 4.740 4.689 4.724
PP 4.707 4.707 4.707 4.699
S1 4.647 4.647 4.671 4.631
S2 4.614 4.614 4.663
S3 4.521 4.554 4.654
S4 4.428 4.461 4.629
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.303 5.217 4.855
R3 5.113 5.027 4.802
R2 4.923 4.923 4.785
R1 4.837 4.837 4.767 4.880
PP 4.733 4.733 4.733 4.755
S1 4.647 4.647 4.733 4.690
S2 4.543 4.543 4.715
S3 4.353 4.457 4.698
S4 4.163 4.267 4.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.630 0.190 4.1% 0.104 2.2% 26% False False 5,589
10 4.873 4.630 0.243 5.2% 0.101 2.2% 21% False False 4,427
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 False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.162
2.618 5.010
1.618 4.917
1.000 4.860
0.618 4.824
HIGH 4.767
0.618 4.731
0.500 4.721
0.382 4.710
LOW 4.674
0.618 4.617
1.000 4.581
1.618 4.524
2.618 4.431
4.250 4.279
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.721 4.740
PP 4.707 4.720
S1 4.694 4.700

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

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