NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.556 4.603 0.047 1.0% 4.681
High 4.611 4.700 0.089 1.9% 4.760
Low 4.525 4.560 0.035 0.8% 4.476
Close 4.600 4.656 0.056 1.2% 4.600
Range 0.086 0.140 0.054 62.8% 0.284
ATR 0.117 0.119 0.002 1.4% 0.000
Volume 16,379 12,284 -4,095 -25.0% 43,643
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.059 4.997 4.733
R3 4.919 4.857 4.695
R2 4.779 4.779 4.682
R1 4.717 4.717 4.669 4.748
PP 4.639 4.639 4.639 4.654
S1 4.577 4.577 4.643 4.608
S2 4.499 4.499 4.630
S3 4.359 4.437 4.618
S4 4.219 4.297 4.579
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.464 5.316 4.756
R3 5.180 5.032 4.678
R2 4.896 4.896 4.652
R1 4.748 4.748 4.626 4.680
PP 4.612 4.612 4.612 4.578
S1 4.464 4.464 4.574 4.396
S2 4.328 4.328 4.548
S3 4.044 4.180 4.522
S4 3.760 3.896 4.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.760 4.476 0.284 6.1% 0.123 2.6% 63% False False 11,185
10 4.773 4.476 0.297 6.4% 0.114 2.5% 61% False False 9,185
20 5.156 4.476 0.680 14.6% 0.116 2.5% 26% False False 8,577
40 5.283 4.476 0.807 17.3% 0.118 2.5% 22% False False 8,502
60 5.283 4.476 0.807 17.3% 0.114 2.5% 22% False False 7,862
80 5.283 4.476 0.807 17.3% 0.111 2.4% 22% False False 7,169
100 5.283 4.476 0.807 17.3% 0.109 2.3% 22% False False 6,293
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.295
2.618 5.067
1.618 4.927
1.000 4.840
0.618 4.787
HIGH 4.700
0.618 4.647
0.500 4.630
0.382 4.613
LOW 4.560
0.618 4.473
1.000 4.420
1.618 4.333
2.618 4.193
4.250 3.965
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.647 4.633
PP 4.639 4.611
S1 4.630 4.588

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

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