NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4.610 4.644 0.034 0.7% 4.796
High 4.660 4.652 -0.008 -0.2% 5.011
Low 4.577 4.473 -0.104 -2.3% 4.550
Close 4.635 4.476 -0.159 -3.4% 4.812
Range 0.083 0.179 0.096 115.7% 0.461
ATR 0.145 0.147 0.002 1.7% 0.000
Volume 26,810 26,781 -29 -0.1% 317,192
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.071 4.952 4.574
R3 4.892 4.773 4.525
R2 4.713 4.713 4.509
R1 4.594 4.594 4.492 4.564
PP 4.534 4.534 4.534 4.519
S1 4.415 4.415 4.460 4.385
S2 4.355 4.355 4.443
S3 4.176 4.236 4.427
S4 3.997 4.057 4.378
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 4.861 4.473 0.388 8.7% 0.135 3.0% 1% False True 49,634
10 5.011 4.473 0.538 12.0% 0.152 3.4% 1% False True 54,897
20 5.011 4.219 0.792 17.7% 0.149 3.3% 32% False False 37,214
40 5.011 4.219 0.792 17.7% 0.136 3.0% 32% False False 26,700
60 5.011 4.208 0.803 17.9% 0.133 3.0% 33% False False 21,754
80 5.011 4.011 1.000 22.3% 0.130 2.9% 47% False False 18,579
100 5.011 4.011 1.000 22.3% 0.123 2.7% 47% False False 15,757
120 5.011 4.011 1.000 22.3% 0.121 2.7% 47% False False 13,551
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.413
2.618 5.121
1.618 4.942
1.000 4.831
0.618 4.763
HIGH 4.652
0.618 4.584
0.500 4.563
0.382 4.541
LOW 4.473
0.618 4.362
1.000 4.294
1.618 4.183
2.618 4.004
4.250 3.712
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.563 4.593
PP 4.534 4.554
S1 4.505 4.515

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

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