NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4.228 4.274 0.046 1.1% 4.301
High 4.276 4.377 0.101 2.4% 4.444
Low 4.176 4.251 0.075 1.8% 4.154
Close 4.240 4.367 0.127 3.0% 4.245
Range 0.100 0.126 0.026 26.0% 0.290
ATR 0.141 0.141 0.000 -0.2% 0.000
Volume 53,097 11,164 -41,933 -79.0% 460,902
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.710 4.664 4.436
R3 4.584 4.538 4.402
R2 4.458 4.458 4.390
R1 4.412 4.412 4.379 4.435
PP 4.332 4.332 4.332 4.343
S1 4.286 4.286 4.355 4.309
S2 4.206 4.206 4.344
S3 4.080 4.160 4.332
S4 3.954 4.034 4.298
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 6.6% 0.123 2.8% 73% False False 69,419
10 4.605 4.154 0.451 10.3% 0.122 2.8% 47% False False 83,425
20 4.983 4.154 0.829 19.0% 0.144 3.3% 26% False False 106,737
40 4.983 4.140 0.843 19.3% 0.145 3.3% 27% False False 89,641
60 4.983 4.140 0.843 19.3% 0.136 3.1% 27% False False 75,378
80 4.983 3.955 1.028 23.5% 0.137 3.1% 40% False False 62,238
100 4.983 3.955 1.028 23.5% 0.131 3.0% 40% False False 52,323
120 4.983 3.955 1.028 23.5% 0.130 3.0% 40% False False 45,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.913
2.618 4.707
1.618 4.581
1.000 4.503
0.618 4.455
HIGH 4.377
0.618 4.329
0.500 4.314
0.382 4.299
LOW 4.251
0.618 4.173
1.000 4.125
1.618 4.047
2.618 3.921
4.250 3.716
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.349 4.336
PP 4.332 4.305
S1 4.314 4.274

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

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