NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.681 4.708 0.027 0.6% 4.647
High 4.760 4.722 -0.038 -0.8% 4.773
Low 4.635 4.613 -0.022 -0.5% 4.586
Close 4.737 4.617 -0.120 -2.5% 4.694
Range 0.125 0.109 -0.016 -12.8% 0.187
ATR 0.116 0.117 0.001 0.5% 0.000
Volume 6,981 9,238 2,257 32.3% 35,927
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.978 4.906 4.677
R3 4.869 4.797 4.647
R2 4.760 4.760 4.637
R1 4.688 4.688 4.627 4.670
PP 4.651 4.651 4.651 4.641
S1 4.579 4.579 4.607 4.561
S2 4.542 4.542 4.597
S3 4.433 4.470 4.587
S4 4.324 4.361 4.557
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.245 5.157 4.797
R3 5.058 4.970 4.745
R2 4.871 4.871 4.728
R1 4.783 4.783 4.711 4.827
PP 4.684 4.684 4.684 4.707
S1 4.596 4.596 4.677 4.640
S2 4.497 4.497 4.660
S3 4.310 4.409 4.643
S4 4.123 4.222 4.591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.773 4.586 0.187 4.1% 0.116 2.5% 17% False False 8,624
10 4.841 4.586 0.255 5.5% 0.110 2.4% 12% False False 7,154
20 5.283 4.586 0.697 15.1% 0.123 2.7% 4% False False 8,534
40 5.283 4.586 0.697 15.1% 0.116 2.5% 4% False False 8,018
60 5.283 4.586 0.697 15.1% 0.112 2.4% 4% False False 7,385
80 5.283 4.586 0.697 15.1% 0.111 2.4% 4% False False 6,796
100 5.283 4.511 0.772 16.7% 0.106 2.3% 14% False False 5,977
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.185
2.618 5.007
1.618 4.898
1.000 4.831
0.618 4.789
HIGH 4.722
0.618 4.680
0.500 4.668
0.382 4.655
LOW 4.613
0.618 4.546
1.000 4.504
1.618 4.437
2.618 4.328
4.250 4.150
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.668 4.687
PP 4.651 4.663
S1 4.634 4.640

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

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