NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.547 4.581 0.034 0.7% 4.979
High 4.606 4.640 0.034 0.7% 4.993
Low 4.518 4.574 0.056 1.2% 4.553
Close 4.559 4.621 0.062 1.4% 4.558
Range 0.088 0.066 -0.022 -25.0% 0.440
ATR 0.120 0.117 -0.003 -2.3% 0.000
Volume 12,479 9,315 -3,164 -25.4% 74,652
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.810 4.781 4.657
R3 4.744 4.715 4.639
R2 4.678 4.678 4.633
R1 4.649 4.649 4.627 4.664
PP 4.612 4.612 4.612 4.619
S1 4.583 4.583 4.615 4.598
S2 4.546 4.546 4.609
S3 4.480 4.517 4.603
S4 4.414 4.451 4.585
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.021 5.730 4.800
R3 5.581 5.290 4.679
R2 5.141 5.141 4.639
R1 4.850 4.850 4.598 4.776
PP 4.701 4.701 4.701 4.664
S1 4.410 4.410 4.518 4.336
S2 4.261 4.261 4.477
S3 3.821 3.970 4.437
S4 3.381 3.530 4.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.817 4.518 0.299 6.5% 0.101 2.2% 34% False False 11,955
10 5.106 4.518 0.588 12.7% 0.121 2.6% 18% False False 16,412
20 5.106 4.518 0.588 12.7% 0.116 2.5% 18% False False 15,876
40 5.106 4.443 0.663 14.3% 0.117 2.5% 27% False False 13,349
60 5.106 4.443 0.663 14.3% 0.112 2.4% 27% False False 11,337
80 5.106 4.243 0.863 18.7% 0.111 2.4% 44% False False 9,857
100 5.106 4.243 0.863 18.7% 0.104 2.3% 44% False False 8,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.024
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.921
2.618 4.813
1.618 4.747
1.000 4.706
0.618 4.681
HIGH 4.640
0.618 4.615
0.500 4.607
0.382 4.599
LOW 4.574
0.618 4.533
1.000 4.508
1.618 4.467
2.618 4.401
4.250 4.294
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.616 4.612
PP 4.612 4.604
S1 4.607 4.595

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

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