NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 4.611 4.573 -0.038 -0.8% 4.772
High 4.654 4.605 -0.049 -1.1% 4.983
Low 4.558 4.522 -0.036 -0.8% 4.510
Close 4.581 4.577 -0.004 -0.1% 4.757
Range 0.096 0.083 -0.013 -13.5% 0.473
ATR 0.160 0.155 -0.006 -3.4% 0.000
Volume 91,418 85,131 -6,287 -6.9% 706,512
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.817 4.780 4.623
R3 4.734 4.697 4.600
R2 4.651 4.651 4.592
R1 4.614 4.614 4.585 4.633
PP 4.568 4.568 4.568 4.577
S1 4.531 4.531 4.569 4.550
S2 4.485 4.485 4.562
S3 4.402 4.448 4.554
S4 4.319 4.365 4.531
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% 0.198 4.3% 14% False False 122,364
10 4.983 4.510 0.473 10.3% 0.166 3.6% 14% False False 127,445
20 4.983 4.140 0.843 18.4% 0.153 3.3% 52% False False 109,544
40 4.983 4.140 0.843 18.4% 0.144 3.1% 52% False False 78,413
60 4.983 4.140 0.843 18.4% 0.139 3.0% 52% False False 66,787
80 4.983 3.955 1.028 22.5% 0.137 3.0% 61% False False 54,391
100 4.983 3.955 1.028 22.5% 0.131 2.9% 61% False False 45,571
120 4.983 3.955 1.028 22.5% 0.128 2.8% 61% False False 39,046
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.958
2.618 4.822
1.618 4.739
1.000 4.688
0.618 4.656
HIGH 4.605
0.618 4.573
0.500 4.564
0.382 4.554
LOW 4.522
0.618 4.471
1.000 4.439
1.618 4.388
2.618 4.305
4.250 4.169
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 4.573 4.667
PP 4.568 4.637
S1 4.564 4.607

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

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