NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.934 4.821 -0.113 -2.3% 5.225
High 4.961 4.897 -0.064 -1.3% 5.242
Low 4.851 4.816 -0.035 -0.7% 4.851
Close 4.853 4.851 -0.002 0.0% 4.853
Range 0.110 0.081 -0.029 -26.4% 0.391
ATR 0.118 0.115 -0.003 -2.2% 0.000
Volume 17,058 11,935 -5,123 -30.0% 59,117
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.098 5.055 4.896
R3 5.017 4.974 4.873
R2 4.936 4.936 4.866
R1 4.893 4.893 4.858 4.915
PP 4.855 4.855 4.855 4.865
S1 4.812 4.812 4.844 4.834
S2 4.774 4.774 4.836
S3 4.693 4.731 4.829
S4 4.612 4.650 4.806
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.155 5.895 5.068
R3 5.764 5.504 4.961
R2 5.373 5.373 4.925
R1 5.113 5.113 4.889 5.048
PP 4.982 4.982 4.982 4.949
S1 4.722 4.722 4.817 4.657
S2 4.591 4.591 4.781
S3 4.200 4.331 4.745
S4 3.809 3.940 4.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.125 4.816 0.309 6.4% 0.097 2.0% 11% False True 12,361
10 5.356 4.816 0.540 11.1% 0.117 2.4% 6% False True 13,717
20 5.356 4.816 0.540 11.1% 0.115 2.4% 6% False True 13,535
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 False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.241
2.618 5.109
1.618 5.028
1.000 4.978
0.618 4.947
HIGH 4.897
0.618 4.866
0.500 4.857
0.382 4.847
LOW 4.816
0.618 4.766
1.000 4.735
1.618 4.685
2.618 4.604
4.250 4.472
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.857 4.948
PP 4.855 4.915
S1 4.853 4.883

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

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