NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4.734 4.739 0.005 0.1% 4.821
High 4.755 4.830 0.075 1.6% 4.942
Low 4.691 4.724 0.033 0.7% 4.697
Close 4.748 4.818 0.070 1.5% 4.750
Range 0.064 0.106 0.042 65.6% 0.245
ATR 0.109 0.109 0.000 -0.2% 0.000
Volume 6,957 8,784 1,827 26.3% 58,138
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.109 5.069 4.876
R3 5.003 4.963 4.847
R2 4.897 4.897 4.837
R1 4.857 4.857 4.828 4.877
PP 4.791 4.791 4.791 4.801
S1 4.751 4.751 4.808 4.771
S2 4.685 4.685 4.799
S3 4.579 4.645 4.789
S4 4.473 4.539 4.760
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.531 5.386 4.885
R3 5.286 5.141 4.817
R2 5.041 5.041 4.795
R1 4.896 4.896 4.772 4.846
PP 4.796 4.796 4.796 4.772
S1 4.651 4.651 4.728 4.601
S2 4.551 4.551 4.705
S3 4.306 4.406 4.683
S4 4.061 4.161 4.615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.942 4.691 0.251 5.2% 0.100 2.1% 51% False False 10,193
10 5.088 4.691 0.397 8.2% 0.099 2.1% 32% False False 11,185
20 5.356 4.691 0.665 13.8% 0.108 2.2% 19% False False 13,612
40 5.356 4.691 0.665 13.8% 0.112 2.3% 19% False False 11,777
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.281
2.618 5.108
1.618 5.002
1.000 4.936
0.618 4.896
HIGH 4.830
0.618 4.790
0.500 4.777
0.382 4.764
LOW 4.724
0.618 4.658
1.000 4.618
1.618 4.552
2.618 4.446
4.250 4.274
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.804 4.799
PP 4.791 4.780
S1 4.777 4.761

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

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