NYMEX Natural Gas Future November 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 4.454 4.462 0.008 0.2% 4.547
High 4.473 4.552 0.079 1.8% 4.662
Low 4.393 4.442 0.049 1.1% 4.398
Close 4.461 4.535 0.074 1.7% 4.454
Range 0.080 0.110 0.030 37.5% 0.264
ATR 0.114 0.114 0.000 -0.3% 0.000
Volume 9,623 7,741 -1,882 -19.6% 55,728
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.840 4.797 4.596
R3 4.730 4.687 4.565
R2 4.620 4.620 4.555
R1 4.577 4.577 4.545 4.599
PP 4.510 4.510 4.510 4.520
S1 4.467 4.467 4.525 4.489
S2 4.400 4.400 4.515
S3 4.290 4.357 4.505
S4 4.180 4.247 4.475
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.297 5.139 4.599
R3 5.033 4.875 4.527
R2 4.769 4.769 4.502
R1 4.611 4.611 4.478 4.558
PP 4.505 4.505 4.505 4.478
S1 4.347 4.347 4.430 4.294
S2 4.241 4.241 4.406
S3 3.977 4.083 4.381
S4 3.713 3.819 4.309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.393 0.269 5.9% 0.109 2.4% 53% False False 10,259
10 4.817 4.393 0.424 9.3% 0.105 2.3% 33% False False 11,107
20 5.106 4.393 0.713 15.7% 0.112 2.5% 20% False False 16,104
40 5.106 4.393 0.713 15.7% 0.117 2.6% 20% False False 13,151
60 5.106 4.393 0.713 15.7% 0.110 2.4% 20% False False 11,479
80 5.106 4.244 0.862 19.0% 0.111 2.5% 34% False False 10,103
100 5.106 4.243 0.863 19.0% 0.106 2.3% 34% False False 8,871
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 5.020
2.618 4.840
1.618 4.730
1.000 4.662
0.618 4.620
HIGH 4.552
0.618 4.510
0.500 4.497
0.382 4.484
LOW 4.442
0.618 4.374
1.000 4.332
1.618 4.264
2.618 4.154
4.250 3.975
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.522 4.514
PP 4.510 4.493
S1 4.497 4.473

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

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