NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.745 4.837 0.092 1.9% 5.130
High 4.824 4.841 0.017 0.4% 5.156
Low 4.738 4.737 -0.001 0.0% 4.746
Close 4.806 4.738 -0.068 -1.4% 4.748
Range 0.086 0.104 0.018 20.9% 0.410
ATR 0.122 0.121 -0.001 -1.1% 0.000
Volume 9,066 5,539 -3,527 -38.9% 41,009
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.084 5.015 4.795
R3 4.980 4.911 4.767
R2 4.876 4.876 4.757
R1 4.807 4.807 4.748 4.790
PP 4.772 4.772 4.772 4.763
S1 4.703 4.703 4.728 4.686
S2 4.668 4.668 4.719
S3 4.564 4.599 4.709
S4 4.460 4.495 4.681
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.113 5.841 4.974
R3 5.703 5.431 4.861
R2 5.293 5.293 4.823
R1 5.021 5.021 4.786 4.952
PP 4.883 4.883 4.883 4.849
S1 4.611 4.611 4.710 4.542
S2 4.473 4.473 4.673
S3 4.063 4.201 4.635
S4 3.653 3.791 4.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.985 4.650 0.335 7.1% 0.120 2.5% 26% False False 7,745
10 5.283 4.650 0.633 13.4% 0.140 3.0% 14% False False 9,210
20 5.283 4.650 0.633 13.4% 0.122 2.6% 14% False False 9,714
40 5.283 4.650 0.633 13.4% 0.118 2.5% 14% False False 8,207
60 5.283 4.650 0.633 13.4% 0.112 2.4% 14% False False 7,131
80 5.283 4.511 0.772 16.3% 0.109 2.3% 29% False False 6,349
100 5.283 4.511 0.772 16.3% 0.104 2.2% 29% False False 5,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.283
2.618 5.113
1.618 5.009
1.000 4.945
0.618 4.905
HIGH 4.841
0.618 4.801
0.500 4.789
0.382 4.777
LOW 4.737
0.618 4.673
1.000 4.633
1.618 4.569
2.618 4.465
4.250 4.295
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.789 4.746
PP 4.772 4.743
S1 4.755 4.741

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

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