NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 4.790 4.611 -0.179 -3.7% 4.772
High 4.811 4.654 -0.157 -3.3% 4.983
Low 4.595 4.558 -0.037 -0.8% 4.510
Close 4.646 4.581 -0.065 -1.4% 4.757
Range 0.216 0.096 -0.120 -55.6% 0.473
ATR 0.165 0.160 -0.005 -3.0% 0.000
Volume 120,793 91,418 -29,375 -24.3% 706,512
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.886 4.829 4.634
R3 4.790 4.733 4.607
R2 4.694 4.694 4.599
R1 4.637 4.637 4.590 4.618
PP 4.598 4.598 4.598 4.588
S1 4.541 4.541 4.572 4.522
S2 4.502 4.502 4.563
S3 4.406 4.445 4.555
S4 4.310 4.349 4.528
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.169 5.936 5.017
R3 5.696 5.463 4.887
R2 5.223 5.223 4.844
R1 4.990 4.990 4.800 4.870
PP 4.750 4.750 4.750 4.690
S1 4.517 4.517 4.714 4.397
S2 4.277 4.277 4.670
S3 3.804 4.044 4.627
S4 3.331 3.571 4.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.983 4.510 0.473 10.3% 0.202 4.4% 15% False False 130,740
10 4.983 4.510 0.473 10.3% 0.167 3.6% 15% False False 130,048
20 4.983 4.140 0.843 18.4% 0.157 3.4% 52% False False 108,806
40 4.983 4.140 0.843 18.4% 0.146 3.2% 52% False False 77,215
60 4.983 4.140 0.843 18.4% 0.139 3.0% 52% False False 65,668
80 4.983 3.955 1.028 22.4% 0.137 3.0% 61% False False 53,475
100 4.983 3.955 1.028 22.4% 0.132 2.9% 61% False False 44,823
120 4.983 3.955 1.028 22.4% 0.129 2.8% 61% False False 38,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.062
2.618 4.905
1.618 4.809
1.000 4.750
0.618 4.713
HIGH 4.654
0.618 4.617
0.500 4.606
0.382 4.595
LOW 4.558
0.618 4.499
1.000 4.462
1.618 4.403
2.618 4.307
4.250 4.150
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4.606 4.685
PP 4.598 4.650
S1 4.589 4.616

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

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