NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.549 4.500 -0.049 -1.1% 4.547
High 4.549 4.590 0.041 0.9% 4.662
Low 4.467 4.399 -0.068 -1.5% 4.398
Close 4.493 4.553 0.060 1.3% 4.454
Range 0.082 0.191 0.109 132.9% 0.264
ATR 0.112 0.118 0.006 5.1% 0.000
Volume 11,286 12,546 1,260 11.2% 55,728
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.087 5.011 4.658
R3 4.896 4.820 4.606
R2 4.705 4.705 4.588
R1 4.629 4.629 4.571 4.667
PP 4.514 4.514 4.514 4.533
S1 4.438 4.438 4.535 4.476
S2 4.323 4.323 4.518
S3 4.132 4.247 4.500
S4 3.941 4.056 4.448
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 4.590 4.393 0.197 4.3% 0.107 2.3% 81% True False 11,178
10 4.672 4.393 0.279 6.1% 0.109 2.4% 57% False False 11,112
20 5.106 4.393 0.713 15.7% 0.114 2.5% 22% False False 15,625
40 5.106 4.393 0.713 15.7% 0.120 2.6% 22% False False 13,176
60 5.106 4.393 0.713 15.7% 0.112 2.5% 22% False False 11,595
80 5.106 4.307 0.799 17.5% 0.112 2.5% 31% False False 10,299
100 5.106 4.243 0.863 19.0% 0.107 2.4% 36% False False 9,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.402
2.618 5.090
1.618 4.899
1.000 4.781
0.618 4.708
HIGH 4.590
0.618 4.517
0.500 4.495
0.382 4.472
LOW 4.399
0.618 4.281
1.000 4.208
1.618 4.090
2.618 3.899
4.250 3.587
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.534 4.534
PP 4.514 4.514
S1 4.495 4.495

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

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