NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 4.720 4.844 0.124 2.6% 4.796
High 4.830 4.861 0.031 0.6% 5.011
Low 4.715 4.663 -0.052 -1.1% 4.550
Close 4.812 4.701 -0.111 -2.3% 4.812
Range 0.115 0.198 0.083 72.2% 0.461
ATR 0.150 0.154 0.003 2.3% 0.000
Volume 80,236 56,837 -23,399 -29.2% 317,192
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.336 5.216 4.810
R3 5.138 5.018 4.755
R2 4.940 4.940 4.737
R1 4.820 4.820 4.719 4.781
PP 4.742 4.742 4.742 4.722
S1 4.622 4.622 4.683 4.583
S2 4.544 4.544 4.665
S3 4.346 4.424 4.647
S4 4.148 4.226 4.592
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.174 5.954 5.066
R3 5.713 5.493 4.939
R2 5.252 5.252 4.897
R1 5.032 5.032 4.854 5.142
PP 4.791 4.791 4.791 4.846
S1 4.571 4.571 4.770 4.681
S2 4.330 4.330 4.727
S3 3.869 4.110 4.685
S4 3.408 3.649 4.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.011 4.550 0.461 9.8% 0.189 4.0% 33% False False 67,253
10 5.011 4.550 0.461 9.8% 0.160 3.4% 33% False False 52,766
20 5.011 4.219 0.792 16.8% 0.148 3.2% 61% False False 33,257
40 5.011 4.219 0.792 16.8% 0.137 2.9% 61% False False 24,751
60 5.011 4.208 0.803 17.1% 0.131 2.8% 61% False False 20,453
80 5.011 4.011 1.000 21.3% 0.129 2.7% 69% False False 17,351
100 5.011 4.011 1.000 21.3% 0.123 2.6% 69% False False 14,773
120 5.011 4.011 1.000 21.3% 0.121 2.6% 69% False False 12,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.703
2.618 5.379
1.618 5.181
1.000 5.059
0.618 4.983
HIGH 4.861
0.618 4.785
0.500 4.762
0.382 4.739
LOW 4.663
0.618 4.541
1.000 4.465
1.618 4.343
2.618 4.145
4.250 3.822
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 4.762 4.781
PP 4.742 4.754
S1 4.721 4.728

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

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