NYMEX Natural Gas Future September 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 4.273 4.300 0.027 0.6% 4.222
High 4.306 4.398 0.092 2.1% 4.499
Low 4.219 4.270 0.051 1.2% 4.212
Close 4.286 4.373 0.087 2.0% 4.275
Range 0.087 0.128 0.041 47.1% 0.287
ATR 0.137 0.136 -0.001 -0.5% 0.000
Volume 20,431 14,913 -5,518 -27.0% 139,867
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.731 4.680 4.443
R3 4.603 4.552 4.408
R2 4.475 4.475 4.396
R1 4.424 4.424 4.385 4.450
PP 4.347 4.347 4.347 4.360
S1 4.296 4.296 4.361 4.322
S2 4.219 4.219 4.350
S3 4.091 4.168 4.338
S4 3.963 4.040 4.303
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.190 5.019 4.433
R3 4.903 4.732 4.354
R2 4.616 4.616 4.328
R1 4.445 4.445 4.301 4.531
PP 4.329 4.329 4.329 4.371
S1 4.158 4.158 4.249 4.244
S2 4.042 4.042 4.222
S3 3.755 3.871 4.196
S4 3.468 3.584 4.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.499 4.212 0.287 6.6% 0.120 2.7% 56% False False 24,631
10 4.660 4.212 0.448 10.2% 0.126 2.9% 36% False False 25,590
20 5.011 4.212 0.799 18.3% 0.140 3.2% 20% False False 40,886
40 5.011 4.212 0.799 18.3% 0.139 3.2% 20% False False 29,626
60 5.011 4.208 0.803 18.4% 0.130 3.0% 21% False False 23,775
80 5.011 4.012 0.999 22.8% 0.131 3.0% 36% False False 20,425
100 5.011 4.011 1.000 22.9% 0.125 2.9% 36% False False 17,534
120 5.011 4.011 1.000 22.9% 0.122 2.8% 36% False False 15,144
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.942
2.618 4.733
1.618 4.605
1.000 4.526
0.618 4.477
HIGH 4.398
0.618 4.349
0.500 4.334
0.382 4.319
LOW 4.270
0.618 4.191
1.000 4.142
1.618 4.063
2.618 3.935
4.250 3.726
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.360 4.352
PP 4.347 4.330
S1 4.334 4.309

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

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