NYMEX Natural Gas Future July 2011


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 4.301 4.212 -0.089 -2.1% 4.301
High 4.335 4.248 -0.087 -2.0% 4.444
Low 4.154 4.171 0.017 0.4% 4.154
Close 4.193 4.245 0.052 1.2% 4.245
Range 0.181 0.077 -0.104 -57.5% 0.290
ATR 0.149 0.144 -0.005 -3.5% 0.000
Volume 133,925 47,230 -86,695 -64.7% 460,902
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.452 4.426 4.287
R3 4.375 4.349 4.266
R2 4.298 4.298 4.259
R1 4.272 4.272 4.252 4.285
PP 4.221 4.221 4.221 4.228
S1 4.195 4.195 4.238 4.208
S2 4.144 4.144 4.231
S3 4.067 4.118 4.224
S4 3.990 4.041 4.203
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.151 4.988 4.405
R3 4.861 4.698 4.325
R2 4.571 4.571 4.298
R1 4.408 4.408 4.272 4.345
PP 4.281 4.281 4.281 4.249
S1 4.118 4.118 4.218 4.055
S2 3.991 3.991 4.192
S3 3.701 3.828 4.165
S4 3.411 3.538 4.086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.154 0.290 6.8% 0.118 2.8% 31% False False 92,180
10 4.811 4.154 0.657 15.5% 0.131 3.1% 14% False False 98,220
20 4.983 4.154 0.829 19.5% 0.152 3.6% 11% False False 117,591
40 4.983 4.140 0.843 19.9% 0.146 3.4% 12% False False 90,606
60 4.983 4.140 0.843 19.9% 0.138 3.2% 12% False False 75,337
80 4.983 3.955 1.028 24.2% 0.136 3.2% 28% False False 62,035
100 4.983 3.955 1.028 24.2% 0.131 3.1% 28% False False 51,877
120 4.983 3.955 1.028 24.2% 0.130 3.1% 28% False False 44,616
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 0.024
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.575
2.618 4.450
1.618 4.373
1.000 4.325
0.618 4.296
HIGH 4.248
0.618 4.219
0.500 4.210
0.382 4.200
LOW 4.171
0.618 4.123
1.000 4.094
1.618 4.046
2.618 3.969
4.250 3.844
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.233 4.299
PP 4.221 4.281
S1 4.210 4.263

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

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