NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4.952 4.984 0.032 0.6% 5.150
High 4.992 4.985 -0.007 -0.1% 5.283
Low 4.921 4.836 -0.085 -1.7% 4.900
Close 4.975 4.839 -0.136 -2.7% 5.119
Range 0.071 0.149 0.078 109.9% 0.383
ATR 0.122 0.124 0.002 1.6% 0.000
Volume 6,004 6,233 229 3.8% 64,497
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.334 5.235 4.921
R3 5.185 5.086 4.880
R2 5.036 5.036 4.866
R1 4.937 4.937 4.853 4.912
PP 4.887 4.887 4.887 4.874
S1 4.788 4.788 4.825 4.763
S2 4.738 4.738 4.812
S3 4.589 4.639 4.798
S4 4.440 4.490 4.757
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.250 6.067 5.330
R3 5.867 5.684 5.224
R2 5.484 5.484 5.189
R1 5.301 5.301 5.154 5.201
PP 5.101 5.101 5.101 5.051
S1 4.918 4.918 5.084 4.818
S2 4.718 4.718 5.049
S3 4.335 4.535 5.014
S4 3.952 4.152 4.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.156 4.836 0.320 6.6% 0.114 2.3% 1% False True 10,010
10 5.283 4.836 0.447 9.2% 0.128 2.6% 1% False True 11,740
20 5.283 4.670 0.613 12.7% 0.124 2.6% 28% False False 9,006
40 5.283 4.670 0.613 12.7% 0.114 2.4% 28% False False 7,830
60 5.283 4.670 0.613 12.7% 0.112 2.3% 28% False False 6,987
80 5.283 4.511 0.772 16.0% 0.110 2.3% 42% False False 6,044
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.618
2.618 5.375
1.618 5.226
1.000 5.134
0.618 5.077
HIGH 4.985
0.618 4.928
0.500 4.911
0.382 4.893
LOW 4.836
0.618 4.744
1.000 4.687
1.618 4.595
2.618 4.446
4.250 4.203
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.911 4.937
PP 4.887 4.904
S1 4.863 4.872

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

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