NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.340 4.382 0.042 1.0% 4.273
High 4.437 4.400 -0.037 -0.8% 4.437
Low 4.231 4.321 0.090 2.1% 4.219
Close 4.393 4.330 -0.063 -1.4% 4.330
Range 0.206 0.079 -0.127 -61.7% 0.218
ATR 0.139 0.135 -0.004 -3.1% 0.000
Volume 26,457 40,742 14,285 54.0% 125,996
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.587 4.538 4.373
R3 4.508 4.459 4.352
R2 4.429 4.429 4.344
R1 4.380 4.380 4.337 4.365
PP 4.350 4.350 4.350 4.343
S1 4.301 4.301 4.323 4.286
S2 4.271 4.271 4.316
S3 4.192 4.222 4.308
S4 4.113 4.143 4.287
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.983 4.874 4.450
R3 4.765 4.656 4.390
R2 4.547 4.547 4.370
R1 4.438 4.438 4.350 4.493
PP 4.329 4.329 4.329 4.356
S1 4.220 4.220 4.310 4.275
S2 4.111 4.111 4.290
S3 3.893 4.002 4.270
S4 3.675 3.784 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.437 4.219 0.218 5.0% 0.120 2.8% 51% False False 25,199
10 4.499 4.212 0.287 6.6% 0.126 2.9% 41% False False 26,586
20 5.011 4.212 0.799 18.5% 0.140 3.2% 15% False False 38,904
40 5.011 4.212 0.799 18.5% 0.136 3.1% 15% False False 29,890
60 5.011 4.208 0.803 18.5% 0.131 3.0% 15% False False 24,781
80 5.011 4.071 0.940 21.7% 0.131 3.0% 28% False False 21,193
100 5.011 4.011 1.000 23.1% 0.126 2.9% 32% False False 18,291
120 5.011 4.011 1.000 23.1% 0.122 2.8% 32% False False 15,813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.736
2.618 4.607
1.618 4.528
1.000 4.479
0.618 4.449
HIGH 4.400
0.618 4.370
0.500 4.361
0.382 4.351
LOW 4.321
0.618 4.272
1.000 4.242
1.618 4.193
2.618 4.114
4.250 3.985
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.361 4.334
PP 4.350 4.333
S1 4.340 4.331

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

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