NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.651 4.541 -0.110 -2.4% 4.979
High 4.662 4.570 -0.092 -2.0% 4.993
Low 4.551 4.398 -0.153 -3.4% 4.553
Close 4.551 4.424 -0.127 -2.8% 4.558
Range 0.111 0.172 0.061 55.0% 0.440
ATR 0.117 0.121 0.004 3.4% 0.000
Volume 8,643 10,594 1,951 22.6% 74,652
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.980 4.874 4.519
R3 4.808 4.702 4.471
R2 4.636 4.636 4.456
R1 4.530 4.530 4.440 4.497
PP 4.464 4.464 4.464 4.448
S1 4.358 4.358 4.408 4.325
S2 4.292 4.292 4.392
S3 4.120 4.186 4.377
S4 3.948 4.014 4.329
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 4.672 4.398 0.274 6.2% 0.111 2.5% 9% False True 11,046
10 4.993 4.398 0.595 13.4% 0.115 2.6% 4% False True 14,197
20 5.106 4.398 0.708 16.0% 0.122 2.7% 4% False True 16,143
40 5.106 4.398 0.708 16.0% 0.120 2.7% 4% False True 13,552
60 5.106 4.398 0.708 16.0% 0.112 2.5% 4% False True 11,330
80 5.106 4.243 0.863 19.5% 0.111 2.5% 21% False False 9,958
100 5.106 4.243 0.863 19.5% 0.105 2.4% 21% False False 8,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.301
2.618 5.020
1.618 4.848
1.000 4.742
0.618 4.676
HIGH 4.570
0.618 4.504
0.500 4.484
0.382 4.464
LOW 4.398
0.618 4.292
1.000 4.226
1.618 4.120
2.618 3.948
4.250 3.667
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.484 4.530
PP 4.464 4.495
S1 4.444 4.459

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

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